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Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities Pages : 328 - Edition : 0 - Type : pdf

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Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities ( Anatoliy Swishchuk )

Shared by le kaka on 2016-07-21

Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities English | ISBN: 9814440124 | 2013 | 328 pages | PDF | 3 MB Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of swaps, such as those for variance, volatility, covariance, correlation, for financial and energy markets with different stochastic volatilities, which include CIR process, regime-switching, delayed, mean-reverting, multi-factor, fractional, Levy-based, semi-Markov and COGARCH1,1.

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