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New Article on the Valuation Multiplicative Measures with Applications in Energy Finance
Tue, 17 Jun 2008 11:57:13 -0400
61 lines
Pricing exotic interest rate derivatives: The LIBOR Market Model in QuantLib - with Mark Joshi
Fri, 6 Jun 2008 10:57:40 +0100
57 lines
Conference and workshops: RISK CONTROL STRATEGIES FOR HEDGE FUNDS AND PROGRAM TRADING
Wed, 4 Jun 2008 12:16:11 +0100
85 lines
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