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Documents June 27, 2007 FIND Meeting, 2007 1 From Packet-Switching to Contract- Switching Aparna Gupta...

Slide 1June 27, 2007 FIND Meeting, 2007 1 From Packet-Switching to Contract- Switching Aparna Gupta Shivkumar Kalyanaraman Rensselaer Polytechnic Institute Troy, NY Murat…

Economy & Finance From real to risk neutral probability measure for pricing and managing cva

1. A Default Probability Mapping Model for Pricing andManaging CVAA.Gigli, E. Renzetti August 2014 2. 2DISCLAIMERThe views expressed in this presentation are those of the…

Technology Long term investment strategies: Dollar cost averaging vs Lump sum investments

1. Ivan Bercovich Senior Lecture Series Friday, April 17 th , 2009 2. Asymptotic analysis ,Calculus ,Differential equation, Ergodic theory,Numerical analysis , Real analysis,Probability…

Documents The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case....

Slide 1 The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case Laura Ballotta,Steven Haberman Slide 2 1. introduction 2. A valuation…

Documents Putting the Power of Modern Applied Stochastics into DFA Peter Blum 1)2), Michel Dacorogna 2), Paul....

Slide 1 Putting the Power of Modern Applied Stochastics into DFA Peter Blum 1)2), Michel Dacorogna 2), Paul Embrechts 1) 1) ETH Zurich Department of Mathematics CH-8092 Zurich…

Documents Forward-Looking Market Risk Premium Weiqi Zhang National University of Singapore Dec 2010.

Slide 1 Forward-Looking Market Risk Premium Weiqi Zhang National University of Singapore Dec 2010 Slide 2 Background Estimating risk premium Historical average of realized…

Documents Hedging the Asset Swap of the JGB Floating Rate Notes Jiakou Wang Presentation at SooChow University...

Slide 1 Hedging the Asset Swap of the JGB Floating Rate Notes Jiakou Wang Presentation at SooChow University March 2009 Slide 2 Contents 1. Introduction 2. Pricing the ASW…

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Hedging the Asset Swap of the JGB Floating Rate Notes Jiakou Wang Presentation at SooChow University March 2009 Contents 1. Introduction 2. Pricing the ASW 3. Hedging the…

Documents Philip Stahl, Philipp B Rindler - Robust Calculation of MFIV from Calibrated Surface.pdf

Electronic copy available at: http://ssrn.com/abstract=2043503 Robust Calculation of MFIV from Calibrated Surfaces Philip Stahl∗and Philipp B. Rindler† Working Paper…

Documents Ivan Bercovich Senior Lecture Series Friday, April 17 th, 2009.

Ivan Bercovich Senior Lecture Series Friday, April 17th, 2009 Asymptotic analysis , Calculus, Differential equation, Ergodic theory, Numerical analysis, Real analysis, Probability,…