scientific article; zbMATH DE number 5171023
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Publication:5297902
zbMath1170.91005MaRDI QIDQ5297902
Publication date: 13 July 2007
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
numerical integrationhedgingstochastic volatilityoption pricingMonte Carlo simulationstochastic calculusderivativesBlack-Scholes modelfinite-difference methodsinterest rate modelriskcredit riskvolatilityrisk managementdefault riskexotic optionsbinomial modeljump diffusionvolatility surfacequantitative financeMerton modelinterest rate modelingRiskMetricsCreditMetricsCrashMetrics
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