Stochastic volatility for interest rate derivatives (Q2879042)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility for interest rate derivatives |
scientific article |
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Stochastic volatility for interest rate derivatives (English)
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5 September 2014
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interest rate derivatives
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stochastic volatility
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interest rate modelling
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LIBOR market models
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market dynamics
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