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institution:"University of Sydney / Department of Economics"
~institution:"International Center for Financial Asset Management and Engineering"
~institution:"International Conference on Derivatives and Risk Management <2003, Schanghai>"
~type:"book"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Interest rate swap"
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International Center for Financial Asset Management and Engineering
International Conference on Derivatives and Risk Management <2003, Schanghai>
Centre for Analytical Finance <Århus>
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Ekonomiska forskningsinstitutet <Stockholm>
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Theory and calibration of swap market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240424
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