Advancing the Field of Quantitative Finance
formerly the IAFE

Events

Event: Four Different Ways to Price Cliquet Options
Date: December 2
Time:
Location:
55 Broad Street, 3rd Floor

Description: This event is part of the Fall 2003 Financial Seminar Series at CTC-Manhattan

"Four Different Ways to Price Cliquet Options"

Professor Peter Forsyth
School of Computer Science, University of Waterloo