THEORY AND CALIBRATION OF SWAP MARKET MODELS (Q3446061)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THEORY AND CALIBRATION OF SWAP MARKET MODELS |
scientific article |
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THEORY AND CALIBRATION OF SWAP MARKET MODELS (English)
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8 June 2007
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swap market model
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cap
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swaption
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calibration
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graph theory
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