AbstractsBusiness Management & Administration

Greeks of Interest Rate Derivatives using Malliavin Calculus

by Masoudi Ali Sophian el




Institution: University of Oslo
Department:
Year: 1000
Keywords: VDP::412
Record ID: 1292108
Full text PDF: https://www.duo.uio.no/handle/10852/37721


https://www.duo.uio.no/bitstream/10852/37721/2/Ali_S_Elmasoudi_Masteroppgave.pdf


Abstract