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71	George S. Oldfield Principal Washington, DC Add to Reading List Source URL: www.brattle.com Language: English - Date: 2013-10-09 07:08:02 Economics Financial economics Actuarial science Robert A. Jarrow Financial market Quantitative analyst George S. Oldfield Structured finance Investment banking Year of birth missing Mathematical finance Finance
72	5. Short rate models Andrew Lesniewski March 3, 2008 Add to Reading List Source URL: www.math.nyu.edu Language: English - Date: 2008-03-10 13:48:17 Financial economics Fixed income analysis Mathematical sciences Stochastic processes Hull–White model Heath–Jarrow–Morton framework Short-rate model LIBOR market model Vasicek model Mathematical finance Statistics Interest rates
73	PRICING INFLATION-INDEXED OPTIONS WITH STOCHASTIC VOLATILITY FABIO MERCURIO AND NICOLA MORENI Add to Reading List Source URL: www.fabiomercurio.it Language: English - Date: 2005-11-22 10:42:20 Statistics Stochastic volatility Interest rate cap and floor Black–Scholes Heath–Jarrow–Morton framework Fabio Mercurio Forward measure LIBOR market model Hull–White model Mathematical finance Financial economics Finance
74	PDF Document Add to Reading List Source URL: belkcollegeofbusiness.uncc.edu Language: English - Date: 2009-09-25 09:44:59 Finance Economics Black–Derman–Toy model Volatility Yield curve Interest rate cap and floor Heath–Jarrow–Morton framework BDT Vasicek model Mathematical finance Fixed income analysis Financial economics
75	PDF Document Add to Reading List Source URL: www.math.nyu.edu Language: English - Date: 2001-08-22 11:49:26 Finance 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
76	PDF Document Add to Reading List Source URL: www.bus.lsu.edu Language: English - Date: 2008-08-19 17:29:00 Finance Heath–Jarrow–Morton framework Black–Scholes Volatility Stochastic volatility Yield curve Normal distribution Binomial options pricing model Wiener process Mathematical finance Financial economics Statistics
77	PDF Document Add to Reading List Source URL: www.lcy.net Language: English - Date: 2006-08-22 07:34:34 Fixed income analysis Economics Options Interest rates Bonds Black–Derman–Toy model Heath–Jarrow–Morton framework Short-rate model Yield curve Mathematical finance Financial economics Finance
78	PDF Document Add to Reading List Source URL: forum.johnson.cornell.edu Language: English - Date: 2002-08-02 14:59:26 Year of birth missing Economics Actuarial science Robert A. Jarrow Options Menachem Brenner Computational finance Quantitative analyst Risk Financial economics Mathematical finance Finance