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PART V - SYSTEMIC RISK ANDMATHEMATICAL FINANCE
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- Handbook on Systemic Risk
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Exploration and exhaustibility in dynamic Cournot games
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- European Journal of Applied Mathematics / Volume 23 / Issue 3 / June 2012
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- 15 December 2011, pp. 343-372
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4 - First-Order Perturbation Theory
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- Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
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Index
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- Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
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Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
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13 - Credit Risk I: Structural Models with Stochastic Volatility
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- Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
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Introduction
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5 - Implied Volatility Formulas and Calibration
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9 - Extensions
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2 - Introduction to Stochastic Volatility Models
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10 - Around the Heston Model
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8 - Hedging Strategies
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1 - The Black–Scholes Theory of Derivative Pricing
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Contents
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15 - Epilogue
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Frontmatter
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14 - Credit Risk II: Multiscale Intensity-Based Models
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References
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11 - Other Applications
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6 - Application to Exotic Derivatives
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