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Home › Lectures › Interest rates 5: Exotic interest-rate options
- Exotic caps, floors, and swaptions
- Swaps with exotic floating-rate legs
- Commodities and no-arbitrage
- Numeraires and pricing formulas
- Stochastic differential equations (SDEs)
- Partial differential equations (PDEs)
- Feynman-Kac formula
- Numerical methods: analytical approximations

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