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Search completed: Mercurio, Fabio

Reducing approximation error in LPI swaps

  • Xingzhi, Joshua
  • En: Risk : risk management, derivatives, structured products. - Southwick, West Sussex : Incisive Financial Publishing, 2007- = ISSN 0952-8776. - 01/04/2011 Tomo 24 Número 4 - 2011
  • Articles and Chapters

Joining the SABR and Libor models together

  • Mercurio, Fabio
  • En: Risk : risk management, derivatives, structured products. - Southwick, West Sussex : Incisive Financial Publishing, 2007- = ISSN 0952-8776. - 15/03/2009 Tomo 22 Número 3 - 2009
  • Articles and Chapters

Cash-settled swaptions and no-arbitrage

  • Mercurio, Fabio
  • En: Risk : risk management, derivatives, structured products. - Southwick, West Sussex : Incisive Financial Publishing, 2007- = ISSN 0952-8776. - 01/02/2008 Tomo 21 Número 2 - 2008
  • Articles and Chapters