Jonathan Stein

Ernst & Young

1225 Connecticut Ave NW # 700

Washington, DC 20036

United States

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Scholarly Papers (1)

1.

Valuation of Cancelable Cross Currency Bermudan Swaps

Number of pages: 11 Posted: 13 Feb 2004
Milind Sharma and Jonathan Stein
QuantZ Capital Management LLC and Ernst & Young
Downloads 798 (30,123)

Abstract:

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Monte-Carlo, Bermudan, Swaption, Heath-Jarrow-Morton