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Theoretical Grounds and Market Adaptations of Financial FX and Interest Rate Options

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Theoretical Grounds And Market Adaptations of Financial Fx Options

├── 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

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