├── README.md
├── binomial_model
│ ├── 100_call_option.png
│ └── CRR.ipynb
├── curves
│ ├── B-Spline.ipynb
│ ├── Interpolation.ipynb
│ ├── bspline.py
│ ├── files
│ │ ├── holidays.txt
│ │ └── tiie_swap_curve.txt
│ ├── pyrate.py
│ └── rate_curves.ipynb
├── images
├── misc
│ ├── commands.tex
│ └── ref.bib
├── notebooks
│ ├── Brownian_motion.ipynb
│ ├── Computations.ipynb
│ ├── Stochastic\ Process.ipynb
│ ├── graphics.ipynb
│ └── simple_function.ipynb
├── slides
│ ├── TGMAFFIRO_slides.tex
│ └── UMA_logo.jpg
└── thesis
├── TGMAFFIRO.tex
└── chapters
├── app_proofs.tex
├── ch1.tex
├── ch2.tex
├── ch3.tex
├── ch4.tex
├── ch5.tex
└── ch6.tex
9 directories, 27 files
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Theoretical Grounds and Market Adaptations of Financial FX and Interest Rate Options
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