|
Topics in this training module include:
- forwards, futures, options;
- interest-rate derivatives: bonds, bond options, swaps, swaptions, floors, caps, collars, etc.;
- commodity derivatives;
- the Black-Scholes model;
- term-structure models;
- the Heath-Jarrow-Morton framework;
- multinomial trees;
- finite difference methods;
- Monte-Carlo simulations;
- etc.
| |