Impressum | |
10 | Exotic Options and Interest Rate Derivatives |
10.1 | Examples of Exotic Options |
10.2 | Models for the Interest Rate and Interest Rate Derivatives |
10.2.1 | Bond Value with Known Time Dependent Interest Rate |
10.2.2 | Stochastic Interest Rate Model |
10.2.3 | The Bond's Value Equation |
10.2.4 | Solving the Zero Bond's Value Equation |
10.2.5 | Valuing Bond Options |
10.3 | Recommended Literature |