This brief survey aims to reviews the Margrabe formula and its applications in derivative pricing. In particular, we examine financial products as asian options, corporate bonds and interest rate spread options.
A review of margrabe formula and its applications in derivative pricing / Stabile, Gabriele. - STAMPA. - (2014), pp. 1-30.
A review of margrabe formula and its applications in derivative pricing
STABILE, Gabriele
2014
Abstract
This brief survey aims to reviews the Margrabe formula and its applications in derivative pricing. In particular, we examine financial products as asian options, corporate bonds and interest rate spread options.File allegati a questo prodotto
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