Equity, Commodity, Inflation and FX Products

Giovanni Cesari (), John Aquilina (), Niels Charpillon (), Zlatko Filipović (), Gordon Lee () and Ion Manda ()
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Giovanni Cesari: UBS AG
John Aquilina: UBS AG
Niels Charpillon: UBS AG
Zlatko Filipović: UBS AG
Gordon Lee: UBS AG
Ion Manda: UBS AG

Chapter Chapter 9 in Modelling, Pricing, and Hedging Counterparty Credit Exposure, 2009, pp 159-169 from Springer

Abstract: Abstract In the previous chapter we considered some of the most common products traded in the interest-rate market. We now turn our attention to standard equity, commodity, foreign exchange and inflation products.

Keywords: Call Option; Strike Price; Asset Class; Barrier Option; Asian Option (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfcp:978-3-642-04454-0_9

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DOI: 10.1007/978-3-642-04454-0_9

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