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Economics / Merton Model / Credit default swap / Risk-neutral measure / Local volatility / Black–Scholes / Convertible bond / Futures contract / Derivative / Financial economics / Mathematical finance / Finance
Date: 2008-11-13 09:17:14
Economics
Merton Model
Credit default swap
Risk-neutral measure
Local volatility
Black–Scholes
Convertible bond
Futures contract
Derivative
Financial economics
Mathematical finance
Finance

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