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A PRACTITIONER’S GUIDE TO PRICING AND HEDGING CALLABLE LIBOR EXOTICS IN FORWARD LIBOR MODELS VLADIMIR V. PITERBARG Abstract. Callable Libor exotics is a class of single-currency…
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test Copulas from Fokker-Planck equation Hi Jun Choe Dept of Math Yonsei University Seoul, Korea 1 Financial Crisis in 2007 Wired Magazine 02.23.09 Recipe for Disaster:The…
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