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 Date: 2001-08-22 11:49:26Finance Options Monte Carlo methods Fixed income analysis Heath–Jarrow–Morton framework Black–Scholes Binomial options pricing model Monte Carlo methods in finance Importance sampling Mathematical finance Statistics Financial economics |
| An Experimental Study of Bond Market Pricing∗ Matthias Weber† John Duffy‡ Arthur Schram§DocID: 1roHP - View Document |
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| When volatility is low but uncertainty is high….…buy interest rate options. There is something of a conundrum in interest rate markets at the moment. Market View 1 (Thinking uncertainty): Bond rates are near long-runDocID: 1rjeG - View Document |
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| Procedure For The Submission and ReviewDocID: 1riE1 - View Document |