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LIBOR Market Model :: LMM :: a new approach
描述: libor market model, a new approach to the industry standard interest rate model. A two-factor model using recombining binomial tree, it builds a process for LIBOR interest rates, assuming a conditional lognormal process for ...
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Details of the annual week-long meetings in which mathematicians collaborate on medical problems. Reports from previous years, and information about the next ...
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