[Mat07] BME Matematika Modellalkotas Szeminarium

[Gergely Madi-Nagy]

MEGHIVO

A BME Matematikai Intezet (Osszintezeti)
Matematikai Modellalkotas Szeminariumra

Eloado:
Széll András (Morgan-Stanley)

Cim:
Pricing interest rate derivatives (magyarul)

Kivonat:
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..


Idopont: nov. 24. kedd 16:15
Helye: BME, Z. épület 2.em 205.
Honlap: http://www.math.bme.hu/~gnagy/mmsz/mmsz.htm