Quantitative Analysis.

Trading Platform.

Python for Excel.

Author.

I. Basic math. II. Pricing and Hedging. 1. Basics of derivative pricing I. 2. Change of numeraire. 3. Basics of derivative pricing II. 4. Market model. A. Forward LIBOR. B. LIBOR market model. C. Swap rate. D. Swap measure. 5. Currency Exchange. 6. Credit risk. 7. Incomplete markets. III. Explicit techniques. IV. Data Analysis. V. Implementation tools. VI. Basic Math II. VII. Implementation tools II. Bibliography.

Back to topic. Leave a message. Login. Create an account. his is a forum for the topic "Market model." of the "Notes on Quantitative Analysis in Finance". Use the "Leave a message" link to start discussion of any subject. Use any of the "...Reply" links to continue existing discussion or to reply to an existing message. Please, do not post a new message to reply to an existing message. There are no messages. Back to topic. Leave a message. Login. Create an account.

Copyright 2009.