1585 Broadway
New York, NY 10019
United States
Morgan Stanley
Barrier Option, Derivative, Path-Dependent Payoff, Finite Differences, Exotic Options, Payoff, Delta, Gamma, Accuracy, Speed
Equity Default Swap, hybrid credit-equity instrument, equity, credit, pricing methods, accelerated simulation, real-time pricing
Down and Out Option, Bermudan Option, Basket Option, Stirke, Basket of Stocks, Weekly Exercise Intervals, Automatic Exercise, Accelerate Pricing Methods, Accelerated Simulation, Accurate Pricing, Real-Time Pricing, Greeks, Delta, Gamma, Vega, Theta, Rho
