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~isPartOf:"Finance and economics discussion series"
~isPartOf:"Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne"
~subject:"Theorie"
~type:"book"
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746 Advanced Swaps and Derivative Financial Products 45 (PLI Corp. L & Practice Course Handbook Series, 1991)
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Default clustering risk premium and its cross-market asset pricing implications
Byun, Kiwoong
;
Kim, Baeho
;
Oh, Dong Hwan
-
2023
Persistent link: https://www.econbiz.de/10014377671
Saved in:
2
Credit default swaps
Bomfim, AntĂșlio N.
-
2022
-
This draft: March 4, 2022
Persistent link: https://www.econbiz.de/10013332772
Saved in:
3
Effective implementation of generic market models
Joshi, Mark S.
(
contributor
);
Liesch, Lorenzo
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297279
Saved in:
4
Fast and accurate pricing and hedging of long-dated CMS spread options
Joshi, Mark S.
;
Chao Yang
-
2009
Persistent link: https://www.econbiz.de/10003924254
Saved in:
5
Efficient Greek estimation in generic market models
Joshi, Mark S.
;
Chao Yang
-
2009
Persistent link: https://www.econbiz.de/10003924270
Saved in:
6
Fast delta computations in the swap market model
Joshi, Mark S.
;
Chao Yang
-
2009
Persistent link: https://www.econbiz.de/10003924295
Saved in:
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