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2![An Empirical Analysis of the Swaption Cube Anders B. Trolle Ecole Polytechnique F´ed´erale de Lausanne and Swiss Finance Institute Eduardo S. Schwartz UCLA Anderson School of Management and NBER Abstract An Empirical Analysis of the Swaption Cube Anders B. Trolle Ecole Polytechnique F´ed´erale de Lausanne and Swiss Finance Institute Eduardo S. Schwartz UCLA Anderson School of Management and NBER Abstract](https://www.pdfsearch.io/img/1d03ae343212922129ec71fd98c7fc6c.jpg) | Add to Reading ListSource URL: www.istfin.eco.usi.chLanguage: English - Date: 2010-11-16 03:17:42
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3![Mathematical Finance, Vol. 13, No. 3 (July 2003), 383–410 THE TERM STRUCTURE OF SIMPLE FORWARD RATES WITH JUMP RISK PAUL GLASSERMAN Graduate School of Business, Columbia University, New York Mathematical Finance, Vol. 13, No. 3 (July 2003), 383–410 THE TERM STRUCTURE OF SIMPLE FORWARD RATES WITH JUMP RISK PAUL GLASSERMAN Graduate School of Business, Columbia University, New York](https://www.pdfsearch.io/img/2a745e4c7811900f41aa28e92663daf4.jpg) | Add to Reading ListSource URL: www.rmi.nus.edu.sgLanguage: English - Date: 2003-10-31 13:22:54
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4![DELFT UNIVERSITY OF TECHNOLOGY REPORTOn Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates Lech A. Grzelak, Cornelis W. Oosterlee DELFT UNIVERSITY OF TECHNOLOGY REPORTOn Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates Lech A. Grzelak, Cornelis W. Oosterlee](https://www.pdfsearch.io/img/dfe42353514261ce865a96059294e6ba.jpg) | Add to Reading ListSource URL: www.ewi.tudelft.nlLanguage: English - Date: 2011-05-11 08:16:59
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5![DELFT UNIVERSITY OF TECHNOLOGY REPORTAn Equity-Interest Rate Hybrid Model With Stochastic Volatility And The Interest Rate Smile Lech A. Grzelak, Cornelis W. Oosterlee DELFT UNIVERSITY OF TECHNOLOGY REPORTAn Equity-Interest Rate Hybrid Model With Stochastic Volatility And The Interest Rate Smile Lech A. Grzelak, Cornelis W. Oosterlee](https://www.pdfsearch.io/img/5118caff3a51667d4dcabb69c1d6a07e.jpg) | Add to Reading ListSource URL: www.ewi.tudelft.nlLanguage: English - Date: 2011-05-11 08:16:58
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6![S YLLABUS F IXED I NCOME C T EACHER A FFILIATION S YLLABUS F IXED I NCOME C T EACHER A FFILIATION](https://www.pdfsearch.io/img/68abcd3dacabd3433eee35bb6ca484de.jpg) | Add to Reading ListSource URL: www.carloalberto.orgLanguage: English - Date: 2014-07-08 10:34:03
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7![KOODERIVE: MULTI-CORE GRAPHICS CARDS, THE LIBOR MARKET MODEL, LEAST-SQUARES MONTE CARLO AND THE PRICING OF CANCELLABLE SWAPS MARK S. JOSHI Abstract. We discuss the pricing of cancellable swaps using the displaced diffusi KOODERIVE: MULTI-CORE GRAPHICS CARDS, THE LIBOR MARKET MODEL, LEAST-SQUARES MONTE CARLO AND THE PRICING OF CANCELLABLE SWAPS MARK S. JOSHI Abstract. We discuss the pricing of cancellable swaps using the displaced diffusi](https://www.pdfsearch.io/img/417da8d2134bbbf232cca2f51a975a84.jpg) | Add to Reading ListSource URL: fbe.unimelb.edu.auLanguage: English - Date: 2014-04-02 01:38:24
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8![INTERPOLATION SCHEMES IN THE DISPLACED-DIFFUSION LIBOR MARKET MODEL AND THE EFFICIENT COMPUTATION OF PRICES AND GREEKS FOR CALLABLE RANGE ACCRUALS CHRISTOPHER BEVERIDGE AND MARK JOSHI Abstract. We introduce a new arbitra INTERPOLATION SCHEMES IN THE DISPLACED-DIFFUSION LIBOR MARKET MODEL AND THE EFFICIENT COMPUTATION OF PRICES AND GREEKS FOR CALLABLE RANGE ACCRUALS CHRISTOPHER BEVERIDGE AND MARK JOSHI Abstract. We introduce a new arbitra](https://www.pdfsearch.io/img/8fd0353720791c50ebb69caab3471725.jpg) | Add to Reading ListSource URL: fbe.unimelb.edu.auLanguage: English - Date: 2013-08-05 02:19:33
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9![Efficient pricing and Greeks in the cross-currency LIBOR market model Chris J. Beveridge, Mark S. Joshi and Will M. Wright The University of Melbourne October 14, 2010 Efficient pricing and Greeks in the cross-currency LIBOR market model Chris J. Beveridge, Mark S. Joshi and Will M. Wright The University of Melbourne October 14, 2010](https://www.pdfsearch.io/img/260851296261c2f4c0c5595f51483102.jpg) | Add to Reading ListSource URL: fbe.unimelb.edu.auLanguage: English - Date: 2013-08-05 02:12:15
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10![Financial economics / Mathematical sciences / Mathematical finance / Markov model / Statistics Financial economics / Mathematical sciences / Mathematical finance / Markov model / Statistics](/pdf-icon.png) | Add to Reading ListSource URL: fbe.unimelb.edu.auLanguage: English - Date: 2013-08-05 02:12:16
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