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~isPartOf:"International review of financial analysis"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Brown, Rob"
~person:"Bélanger, Alain"
~person:"Grbac, Zorana"
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Interest rate derivative
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Brown, Rob
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International review of financial analysis
Mathematical finance : an international journal of mathematics, statistics and financial theory
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
The journal of fixed income
2
International journal of theoretical and applied finance
1
Mathematics
1
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SpringerBriefs in quantitative finance
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ECONIS (ZBW)
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Rating based Lévy Libor model
Eberlein, Ernst
;
Grbac, Zorana
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 591-626
Persistent link: https://www.econbiz.de/10010187684
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2
A general framework for pricing credit risk
Bélanger, Alain
;
Shreve, Steven E.
;
Wong, Dennis
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 317-350
Persistent link: https://www.econbiz.de/10002125505
Saved in:
3
Modeling volatility and changes in the swap spread
In, Francis Haeuck
;
Brown, Rob
;
Fang, Victor
- In:
International review of financial analysis
12
(
2003
)
5
,
pp. 545-561
Persistent link: https://www.econbiz.de/10001797475
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