2015•Unpublished venueRequires access

Derivative Security Pricing: Techniques, Methods and Applications

Carl Chiarella, H Xue-Zhong, Christina Sklibosios Nikitopoulos

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Key concepts: Stochastic differential equation, Stochastic volatility, Rendleman–Bartter model, Interest rate, Jump process, Valuation of options, Interest rate derivative, Geometric Brownian motion

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