Analýza strukturovaných produktů
After an introduce to theory of stochastic analysis used in financial mathematics the structured products and their pricing are studied in the present work. Particularly one type of barrier options (down-and-out call options) and one type of structured swaps (range accrual swaps) are focused. First...
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| Format: | Dissertation |
| Language: | Czech |
| Published: |
2009
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| Online Access: | http://www.nusl.cz/ntk/nusl-275300 |