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1
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2
Derivatives analytics with Python data analysis, models, simulation, calibration and hedging
Foilsithe / Cruthaithe 2015LEABHAR -
3
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4
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5
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6
The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives
Foilsithe / Cruthaithe 2009LEABHAR -
7
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8
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9
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