In the interest rate area, traders have for a long time used a version of what is known as Black's model for European bond options; another version of the same model for caps and floors; and yet another version of the same model for European swap options.
John HullRelated Authors
Topics
Quotes currently Trending
It's asking us our names," Falkor reported."I'm Atreyu!" Atreyu cried."I'm Falkor!" cried Falkor. The boy without a name was silent. Atreyu looked at him, then took him by the hand and cried: "He's Bastian Balthazar Bux!"It asks," Falkor translated, "why he doesn't speak for himself."He can't," said Atreyu. "He has forgotten everything."Falkor listened again to the roaring of the fountain."Without memory, it says, he cannot come in. The snakes won't let him through."Atreyu replied: "I have...
Michael Ende