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Wholesale customer subject to early redemption/ prepayment risk pricing

In fact, the bond option pricing method can also be used to evaluate the wholesale behavioural optionality by treating the deposits and loans as option embedded bonds by assuming that they have a ...
Slowman Karllenschütz's user avatar
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Antoine Savine code proposition and swaptions

I based parts of my masters thesis on a simulation engine inspired by the one presented in Antoine’s book. If you wish to you the European call and Black Scholes Class then you are essentially ...
Landscape's user avatar
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