1-1 Minami Ohsawa, Hachioji-shi
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European sovereign debt crisis, currency options, credit default swaps, currency crash
First hitting time, mean-reverting lognormal process, barrier options, method of images
Sub-prime crisis, carry trades, liquidity, leverage
sub-prime crisis, funding liquidity, covered interest parity, FX swaps
Sub-Prime Crisis, Funding Liquidity Shocks, LIBOR-OIS Spread, First-Passage-Time Probability
FX swaps, covered interest parity, counterparty risk
renminbi exchange rate, first-passage-time distributions, currency options
Interest rate markets, sub-prime crisis, funding constraints, pricing anomalies
realignment risk, ERM crisis, first-passage-time probability
price disparity, Renminbi forward exchange rates, onshore and offshore markets, spot rate model
Market Segmentation, A and H Shares, Uncertainty
Forward Guidance, Zero Lower Bound, Non-Gaussian Term-Structure Model
Contingent convertibles, equity-credit modeling, Fortet algorithms
term premium; zero lower bound; quadratic Gaussian term-structure model; Bayesian MCMC
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