Mathematical Finance
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Published By John Wiley & Sons, Inc.

9780470179789, 9780470047224

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Introduction

Mathematical Finance ◽

10.1002/9780470179789.ch1 ◽

2007 ◽

pp. 1-5

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Frontmatter

Mathematical Finance ◽

10.1002/9780470179789.fmatter ◽

2007 ◽

pp. i-xxii

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Heath-Jarrow-Morton Framework: Immersion of Short-Rate Models and LIBOR Market Model

Mathematical Finance ◽

10.1002/9780470179789.ch24 ◽

2007 ◽

pp. 357-364

Keyword(s):

Market Model ◽

Libor Market Model ◽

Short Rate Models

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Excursus: The Density of the Underlying of a European Call Option

Mathematical Finance ◽

10.1002/9780470179789.ch5 ◽

2007 ◽

pp. 81-82

Keyword(s):

Call Option ◽

European Call Option

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LIBOR Market Model

Mathematical Finance ◽

10.1002/9780470179789.ch19 ◽

2007 ◽

pp. 293-328

Keyword(s):

Market Model ◽

Libor Market Model

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Hybrid Models

Mathematical Finance ◽

10.1002/9780470179789.ch29 ◽

2007 ◽

pp. 421-432

Keyword(s):

Hybrid Models

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List of Tables

Mathematical Finance ◽

10.1002/9780470179789.lot ◽

2007 ◽

pp. 499-499

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Index

Mathematical Finance ◽

10.1002/9780470179789.index ◽

2007 ◽

pp. 511-520

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List of Listings

Mathematical Finance ◽

10.1002/9780470179789.oth ◽

2007 ◽

pp. 501-501

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Appendix B: Tools (Selection)

Mathematical Finance ◽

10.1002/9780470179789.app2 ◽

2007 ◽

pp. 467-478

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