Manchester, M1 3GH
Manchester University - Business School
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Asset-liability management, Hull-White, Black-Karasinski, Bermudan swaptions, 1-factor model
Asset-liability management, Hull-White, Black-Karasinski, Libor Market Model, Swap Market Model, Bermudan swaptions
Swap Market Model, Libor Market Model, Bermudan swaptions, Asset-liability management, No-arbitrage Drift
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