纤细
发表于 2025-3-28 17:38:54
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BUDGE
发表于 2025-3-28 21:58:15
Multi-curve Construction of deterministic cash-flows and forward curves, a tool for the valuation of linear cash-flows of an index. A curve is mainly a tool to interpolate certain basic financial products (zero coupon bonds, FRAs) with respect to maturity date and fixing date, such that it can be used to value products, wh
BORE
发表于 2025-3-29 00:12:28
Impact of Multiple-Curve Dynamics in Credit Valuation Adjustments extended valuation framework in Pallavicini et al. (2011) can be helpful in defining the key market rates underlying the multiple interest rate curves that characterize current interest rate markets. We introduce the collateralized valuation measures and formulate a consistent realistic dynamics fo
不妥协
发表于 2025-3-29 06:04:25
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减震
发表于 2025-3-29 07:16:21
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DIS
发表于 2025-3-29 15:01:01
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instulate
发表于 2025-3-29 19:33:04
Basket Option Pricing and Implied Correlation in a One-Factor Lévy Modele distribution of the real basket with an appropriate approximation. For the approximate basket we determine the underlying characteristic function and hence we can derive the related basket option prices by using the Carr–Madan formula. We consider a three-moments-matching method. Numerical example
陶器
发表于 2025-3-29 20:38:50
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echnic
发表于 2025-3-30 00:07:08
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千篇一律
发表于 2025-3-30 06:51:56
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