Széll András (Morgan-Stanley)
Pricing interest rate derivatives (magyarul).
The lecture aims to present a general overview on
pricing methods of interest rate derivatives.
I will define and describe various interest rate products
using many examples, and I will discuss their economical
meanings.
In the main part of the talk different pricing methods
will be described for pricing interest rate derivatives,
focusing on their mathematical background..
Időpont: nov. 24. kedd 16:15
Helye: BME, Z épület 2. em. 205.