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Marcello Minenna

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Author: admindev

Option pricing via a Gauss-Lobatto FFT approach

6 September 2006 admindev

6th September 2006

View the slides

A Guide to Quantitative Finance

1 September 2006 admindev

1st September 2006

Browse the book: Table of Contents

                               § 10.8.2.4.

                               § 15.2.7.3.2.

The probabilistic procedure for market abuses detection

17 August 2006 admindev

17th August 2006

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Seminar – Pricing and Hedging with the Heston Model

27 June 2006 admindev

27th June 2006

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Masterclass – Implementing affine jump diffusion models at the trading desk

6 June 2006 admindev

6th June 2006

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La reazione del mercato borsistico Italiano ad annunci relativi a patti parasociali

1 June 2006 admindev

1st June 2006

Read the paper

Course – Practical Calibration and Implementation Techniques for Interest Rate Modelling

1 December 2005 admindev

1st December 2005 – New York

5th December 2005 – London

See the brochure

Pricing and Hedging without Fast Fourier Transform

3 November 2005 admindev

3rd November 2005

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Workshop: Market Abuses Detection and Enforcement via probability measures

3 November 2005 admindev

3rd November 2005

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Pricing and Hedging without Fast Fourier Transform

31 October 2005 admindev

31st October 2005

View the slides

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