Swap Market Models - Training Resources
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From London Financial Studies
BGM Market Models Calibration Smile Pricing and Advances with lessons from the Crisis
...Swap Market Models are the last generation of financial models for interest rate derivatives, with an importance in pricing and hedging financial products that has grown in the recent market turmoil.
Discover new developments and cutting edge techniques in Libor and Swap Market Models. This in-depth course reviews foundations and illustrates the latest advances, including lessons learnt from
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