SYLLABUS
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5.5 Exercises
Up:
5 BONDS, SWAPS AND
Next:
5.7 Quick intermediate evaluation
5.6 Further reading and links
Option pricing.
Hull
[
11
], Wilmott
[
24
], Rebonato
[
19
].
Numerial methods.
Finite elements:
Jaun
[
12
]
and references therein.
SYLLABUS Previous: 5.5 Exercises
Up: 5 BONDS, SWAPS AND
Next: 5.7 Quick intermediate evaluation
[11],
Wilmott
[24],
Rebonato
[19].
and references therein.