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Option Pricing and Lattice Models by Viacheslav Baykov is a document available to read on EtoBox.

What is Option Pricing and Lattice Models about?

The document contains the output of a financial model that values interest rate derivatives using a lattice method. It includes short rate, zero-coupon bond, forward rate, futures, swap, and swaption lattices along with the valuations of a futures contract, swap, and swaption.

Author

Viacheslav Baykov

Language

EN