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The Chemistry of Contagious Defaults

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Wilmott Inner Circle

Rigorous Optimisation Of Intraday Trading

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Wilmott Inner Circle

A Market Model Of Interest Rates With Dynamic Basis Spreads In The Presence Of Collateral And Multiple Currencies

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Adjusting Volatility To Discrete Cash Dividends

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Knock-in/out Margrabe

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Stochastic Processes in Finance – Part II

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Data and Code for R Tutorial on Machine Learning: How to Visualize Option-like Hedge Fund Returns for Risk Analysis

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