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Multi-factor Models and Signal Processing Techniques
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Developing, Validating and Using Internal Ratings
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Handbook of Modeling High-Frequency Data in Finance
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Counterparty Credit Risk, Collateral and Funding
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The SABR/LIBOR Market Model
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VaR Methodology for Non-Gaussian Finance
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Cost of Capital
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Handbook of Multi-Commodity Markets and Products
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Statistical Distributions
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Stochastic Simulation and Applications in Finance with MATLAB Programs
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Market Consistency. Model Calibration in Imperfect Markets
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Handbook of Volatility Models and Their Applications
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Bayesian Analysis of Stochastic Process Models
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Time Series. Applications to Finance with R and S-Plus
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Business Valuation Discounts and Premiums
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A Pocket Guide to Risk Mathematics. Key Concepts Every Auditor Should Know
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Market Consistency. Model Calibration in Imperfect Markets
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Foreign Exchange Option Pricing. A Practitioner's Guide
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Forecasting in Financial and Sports Gambling Markets. Adaptive Drift Modeling
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The Profitable Art and Science of Vibratrading. Non-Directional Vibrational Trading Methodologies for Consistent Profits
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The Blank Swan. The End of Probability
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Quantitative Methods. An Introduction for Business Management
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Exotic Options and Hybrids. A Guide to Structuring, Pricing and Trading
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GARCH Models. Structure, Statistical Inference and Financial Applications
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