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Statements
20 May 2011
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stochastic filtering
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finance
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Kalman filter
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extended Kalman filter
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foreign exchange market
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exchange rate risk
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equity market
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inflation
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interest rate
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Heath-Jarrow-Morton model
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Vasicek model
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Cox-Ingersoll-Ross model
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Black-Scholes model
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European market
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credit default swaps
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quasi-maximum likelihood
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Monte Carlo likelihood function
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