Lecture 2022-2 (08): Comp. Fin. 2 / Applied Mathematical Finance: Analytic Quanto Caplet
Channel: finmath
Date: 2022-11-20

Lecture 2022-2 (08): Computational Finance 2 / Applied Mathematical Finance: Analytic Quanto Caplet

- Choice of Numéraire
- FX Forward (FFX)
- Valuation of the Quanto Caplet
- Quanto Adjustment