برچسب: Interest-rate
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fi lecture16 exotic options credit derivatives
fi lecture16 exotic options credit derivatives Interest-rate exotic options usually are – Path-dependent – Correlation-dependent – Time-dependent – Or a mix of these features • Path-dependent options: option payoffs are a function of the path that interest rates follow over the option life • Correlation-dependent options: option payoffs are based on the relationship between several […]
برچسب: Interest-rate
5 / 0
Interest-Rate Models
Interest-Rate Life’s circumstances can change in an instant. The right insurance strategies can help you prepare.Choosing insurance can be tricky because the type of insurance coverage you need depends on your personal situation. There are many factors to consider, such as whether you have children to protect, a long-term financial obligation, such as a mortgage, […]