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Christian Fries details
You con contact publisher Christian Fries usig these details:
WWW: http://www.christian-fries.de/
Christian Fries software
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LMM Correlation
Calculates the volatility and correlation on the LIBOR market.
Calculates the volatility and correlation on the LIBOR market.
Bermudan Equity Option Pricing
Simulates the Black Scholes option evaluation model.
Simulates the Black Scholes option evaluation model.
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