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Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives

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Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives

Автор

Donald J Smith (Boston Univ, Usa)

The monograph addresses a canonical problem in linear water wave theory, through the development-detailed, asymptotic analysis of contour integrals in the complex plane. It is anticipated that the methodology developed in the monograph will have applicati
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