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1
by Castagna, Antonio, Fede, Francesco
Published 2013
John Wiley & Sons Ltd.
Table of Contents: “... liquidity -- Liquidity buffer and term structure of funding -- Models for market risk factors -- Behavioural...”
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2
by Castagna, Antonio
Published 2010
J. Wiley & Sons
Table of Contents: “... of the Vanna8211;Volga approach -- 4.7 Smile interpolation among expiries: implied volatility term structure...”