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7![Tangent L´evy Models Sergey Nadtochiy (joint work with Ren´e Carmona) Oxford-Man Institute of Quantitative Finance University of Oxford Tangent L´evy Models Sergey Nadtochiy (joint work with Ren´e Carmona) Oxford-Man Institute of Quantitative Finance University of Oxford](https://www.pdfsearch.io/img/1306bc2b4dbcd01bc4139ae5ed201bda.jpg) | Add to Reading ListSource URL: www.fields.utoronto.caLanguage: English - Date: 2010-06-19 08:43:27
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8![An Equity-Interest Rate Hybrid Model with Stochastic Volatility and the Interest Rate Smile An Equity-Interest Rate Hybrid Model with Stochastic Volatility and the Interest Rate Smile](https://www.pdfsearch.io/img/6f43193036d486b85ceb52d0cd7a779a.jpg) | Add to Reading ListSource URL: www.fields.utoronto.caLanguage: English - Date: 2010-06-18 18:46:28
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9![A factor contagion model for portfolio credit derivatives with interacting recovery rate A factor contagion model for portfolio credit derivatives with interacting recovery rate](https://www.pdfsearch.io/img/8b0f150d89be84f6bc19d6a6e477f98c.jpg) | Add to Reading ListSource URL: www.fields.utoronto.caLanguage: English - Date: 2010-06-18 08:50:08
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10![Perturbation Methods in Default Modeling Jean-Pierre Fouque University of California Santa Barbara Seminar Series on Quantitative Finance The Fields Institute Perturbation Methods in Default Modeling Jean-Pierre Fouque University of California Santa Barbara Seminar Series on Quantitative Finance The Fields Institute](https://www.pdfsearch.io/img/da1937cc8b67c2f73bc8988b7ae6cc9b.jpg) | Add to Reading ListSource URL: www.fields.utoronto.caLanguage: English - Date: 2006-04-28 17:17:33
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