This chapter focuses on the pricing of various exotic interest rate derivatives including Bermudan swaptions, constant maturity swaps, trigger swaps, index amortizing swaps, and quantos.
Source: wiktionary
Bermudan
Synonyms for "bermudan" (1 found)
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Noun(1 words)
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1 entriesNorth American
Sample sentences
3 total sentences available.
A Bermudan callable has several call dates, usually coinciding with coupon dates.
Source: wiktionary
Multi-dimensional option pricing becomes an important topic in financial markets (Franker et al., 2008). Among which, the American-type derivative (e.g. the Bermudan option) pricing is a challenging problem.
Source: wiktionary