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• W2517602284 abstract "This chapter derives valuation formulae for a wide range of financial contracts. These include: interest rate swaps, interest rate quantos, forward rate agreements, foreign exchange forwards, foreign exchange options, equity swaps, equity options, credit default swaps and defaultable bonds." @default.
• W2517602284 created "2016-09-16" @default.
• W2517602284 creator A5053849428 @default.
• W2517602284 date "2016-01-01" @default.
• W2517602284 modified "2023-10-17" @default.
• W2517602284 title "Other Financial Derivatives" @default.
• W2517602284 doi "https://doi.org/10.1016/b978-0-12-803579-5.00014-0" @default.
• W2517602284 hasPublicationYear "2016" @default.
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