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scientific article; zbMATH DE number 5590726
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 5590726 |
Statements
6 August 2009
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interest rate modeling
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stochastic calculus
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Heath-Jarrow-Morton model
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LIBOR market model
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affine term structure models
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