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Mathematics, Finance
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Mathematical Finance, Department of Mathematics, The School of Arts and Sciences, Rutgers, The State University of New Jersey
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Methodologies and algorithms in mathematical finance. Object oriented framework covering interest rates calibration, Monte-Carlo simulation and term structure models.
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The Barrier Binary Options Article (PDF Available) in Journal of Mathematical Finance 10(01):140-156 · January 2020 with 27 Reads How we measure 'reads'
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