Further Applications

Siu-Ah Ng
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Siu-Ah Ng: School of Mathematical, Stats & IT, University Natal-Pietermaritzburg, South Africa

Chapter 6 in Hypermodels in Mathematical Finance:Modelling via Infinitesimal Analysis, 2003, pp 101-120 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:Sensitivity analysisThe GreeksComputing the Greeks from translatingImplied volatilityTerm structure of interest rates

Date: 2003
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