Abstract
In this chapter, we will introduce the concept of numéraire and its application in the modelling and pricing of derivatives.
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© 2019 Springer Nature Singapore Pte Ltd.
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Chan, R.H., Guo, Y.Z., Lee, S.T., Li, X. (2019). Numéraires and the Pricing of Vanilla Interest Rate Options. In: Financial Mathematics, Derivatives and Structured Products. Springer, Singapore. https://doi.org/10.1007/978-981-13-3696-6_17
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DOI: https://doi.org/10.1007/978-981-13-3696-6_17
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Publisher Name: Springer, Singapore
Print ISBN: 978-981-13-3695-9
Online ISBN: 978-981-13-3696-6
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