sulcus
发表于 2025-3-27 00:36:10
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evaculate
发表于 2025-3-27 01:10:40
Applying Molecular and Materials Modelingng the use of single curve modelling has become more complicated since effects such as liquidity, funding costs, credit risk and collateral agreements can no longer be ignored. However, arguably, this complicates the nature of fixed income underlyings rather than creates new ones.
方便
发表于 2025-3-27 05:36:26
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heterodox
发表于 2025-3-27 11:29:45
https://doi.org/10.1057/9781137033642pidly than volatility skew and volatilities being more volatile than dividend forecasts. Hedging performance can be improved by assuming a link between different market parameters, see Andreasen and Huge (2014). For example, when calculating a price with a new spot, or computing the sensitivity to a
mendacity
发表于 2025-3-27 14:02:32
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使习惯于
发表于 2025-3-27 18:28:03
Philip Osborne,Kajal Singh,Matthew E. Taylort advanced yield curve dynamics is often combined with simplified foreign exchange smile dynamics. In the equity context the aim is to extend smile consistent models to the stochastic interest rate case. Interest rates dynamics is often limited to single-factor short rate models, such as Hull-White’
zonules
发表于 2025-3-28 00:36:57
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裂缝
发表于 2025-3-28 02:10:00
https://doi.org/10.1007/978-3-031-56630-1s are limited to specific products and models. Closed form solutions are available primarily for European options and affine models as discussed in Chapters 11 and 16. For log-normal assets (approximate) formulae are also known for barrier products, as well as basket and Asian products, see Sections
易弯曲
发表于 2025-3-28 08:14:24
The Editor(s) (if applicable) and The Author(s) 2016
Graduated
发表于 2025-3-28 10:40:40
Equity Derivatives and Hybrids978-1-137-34949-1Series ISSN 2947-700X Series E-ISSN 2947-7018