Amsterdam, 1018 WB
University of Amsterdam
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Stochastic volatility, Stochastic interest rates, Schöbel-Zhu, Hull-White, Foreign Exchange, Forward starting options
Swaption, coupon bond option, affine term structure models, swap measure, laplace transform, transform inversion
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Stochastic Mortality, Affine Models, Mortality Laws, Longevity Risk, Market Price of Mortality
Return Guarantee, Average Rate Option, Convexity Correction, LIBOR Market Model
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