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The concepts and practice of mathematical finance
175 topics • Page 4 of 4 • 1, 2, 3, 4
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- The problems in concepts
by mj » Tue Oct 16, 2007 7:04 am - 5 Replies
- 2279 Views
- Last post by INFIDEL
Thu Nov 01, 2007 1:10 am
- The problems in concepts
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- LIBOR-in-arrears
by AlexN » Tue Oct 09, 2007 7:33 pm - 3 Replies
- 1563 Views
- Last post by mj
Wed Oct 10, 2007 8:35 am
- LIBOR-in-arrears
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- Decomposing into forward rates p 303
by pascalou » Fri Sep 28, 2007 10:54 am - 5 Replies
- 1820 Views
- Last post by mj
Wed Oct 03, 2007 5:26 am
- Decomposing into forward rates p 303
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- Path generation p 211
by pascalou » Thu Sep 20, 2007 10:13 am - 1 Replies
- 1084 Views
- Last post by mj
Tue Sep 25, 2007 1:31 am
- Path generation p 211
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- Second moment of log-normal distribution p 216
by pascalou » Thu Sep 20, 2007 1:07 pm - 1 Replies
- 962 Views
- Last post by pascalou
Thu Sep 20, 2007 1:10 pm
- Second moment of log-normal distribution p 216
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- Sorry p251
by pascalou » Tue Sep 18, 2007 5:19 pm - 0 Replies
- 940 Views
- Last post by pascalou
Tue Sep 18, 2007 5:19 pm
- Sorry p251
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- Girsanov's theorem in higher dimensions p251
by pascalou » Tue Sep 18, 2007 5:16 pm - 0 Replies
- 1035 Views
- Last post by pascalou
Tue Sep 18, 2007 5:16 pm
- Girsanov's theorem in higher dimensions p251
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- Working with the forward
by pascalou » Fri Aug 31, 2007 11:22 pm - 1 Replies
- 1183 Views
- Last post by mj
Mon Sep 03, 2007 12:29 am
- Working with the forward
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- Notes on Concepts (5) page 345 jump diffusion formula
by pascalou » Thu Aug 30, 2007 4:50 pm - 2 Replies
- 1243 Views
- Last post by pascalou
Fri Aug 31, 2007 1:59 pm
- Notes on Concepts (5) page 345 jump diffusion formula
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- new typos list
by mj » Fri Aug 31, 2007 12:35 am - 0 Replies
- 1257 Views
- Last post by mj
Fri Aug 31, 2007 12:35 am
- new typos list
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- Notes on Concepts (4) typo on 343
by pascalou » Thu Aug 30, 2007 4:49 pm - 1 Replies
- 1024 Views
- Last post by mj
Fri Aug 31, 2007 12:14 am
- Notes on Concepts (4) typo on 343
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- Notes on Concepts (continued) ex 3.8 solution
by pascalou » Thu Aug 30, 2007 4:51 pm - 1 Replies
- 1084 Views
- Last post by mj
Fri Aug 31, 2007 12:12 am
- Notes on Concepts (continued) ex 3.8 solution
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- Notes on concepts p289 FRA formula
by pascalou » Thu Aug 30, 2007 4:47 pm - 1 Replies
- 1000 Views
- Last post by mj
Fri Aug 31, 2007 12:10 am
- Notes on concepts p289 FRA formula
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- Notes on Concepts p288 on caplets
by pascalou » Thu Aug 30, 2007 4:46 pm - 1 Replies
- 916 Views
- Last post by mj
Fri Aug 31, 2007 12:08 am
- Notes on Concepts p288 on caplets
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- Notes on Concepts (page 30)
by pascalou » Thu Aug 30, 2007 4:44 pm - 1 Replies
- 1007 Views
- Last post by mj
Fri Aug 31, 2007 12:06 am
- Notes on Concepts (page 30)
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- Market Price of Risk
by Maggette » Sun Aug 26, 2007 9:39 pm - 2 Replies
- 1273 Views
- Last post by Maggette
Mon Aug 27, 2007 8:11 am
- Market Price of Risk
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- Ex 8.2: Barrier options with time-dependent vol
by joet » Wed Aug 22, 2007 4:13 pm - 1 Replies
- 1033 Views
- Last post by mj
Thu Aug 23, 2007 11:09 am
- Ex 8.2: Barrier options with time-dependent vol
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- An Arbitrage Portfolio
by AlexN » Tue Aug 21, 2007 9:20 am - 1 Replies
- 1052 Views
- Last post by mj
Tue Aug 21, 2007 11:28 pm
- An Arbitrage Portfolio
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- Theta for an at-the-money call
by joet » Mon Aug 13, 2007 10:30 am - 1 Replies
- 958 Views
- Last post by mj
Mon Aug 13, 2007 11:53 pm
- Theta for an at-the-money call
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- Free lunch with vanishing risk
by joet » Tue Aug 07, 2007 9:18 am - 3 Replies
- 1444 Views
- Last post by mj
Fri Aug 10, 2007 9:28 pm
- Free lunch with vanishing risk
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- Uniform Continuity
by joet » Tue Aug 07, 2007 9:05 am - 1 Replies
- 978 Views
- Last post by mj
Tue Aug 07, 2007 10:48 am
- Uniform Continuity
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- On big and little o,
by mj » Fri Aug 03, 2007 1:39 am - 0 Replies
- 1302 Views
- Last post by mj
Fri Aug 03, 2007 1:39 am
- On big and little o,
175 topics • Page 4 of 4
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