University of Bonn - The Bonn Graduate School of Economics
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Asian Option, arbitrage pricing, hedging, Monte Carlo simulation,
Life insurance, pension funds, forward risk adjusted measure, Asian option
Barrier option, binomial model, limit results
No-arbitrage restrictions, term structure of interest rates, interest rate futures, change of measure
Asian Exchange Rate Option, Forward Risk Adjusted Measure, Stochastic Interest Rates
Executive Stock Options, Asian Options, Parisian Options
Pension funds, forward risk adjusted measure, Asian option
Periodic return guarantees, life insurance, robust hedging
In-arrears Swaps, In-arrears Caps and Floors, Convexity Adjustments, Pricing Bounds, Risk-neutral Pricing, Change of Measure.
Option pricing and hedging, interest rate risk, exchange rate risk, change of numeraire
LIBOR Market, Black Formular
Life insurance, stochastic interest rates
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