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In this paper, we develop a new method based on the Malliavin calculus to approximate the convexity adjustment for various classical interest rate products. Malliavin calculus provides a simple way to ...

School’s in session. Let’s talk about math. Go back to your calculus class senior year in high school. You take the derivative of y with respect to x. You are finding the sensitivity to the change in ...

James Chen, CMT is an expert trader, investment adviser, and global market strategist. Cierra Murry is an expert in banking, credit cards, investing, loans, mortgages, and real estate. She is a ...

Geometric Function Theory is a vibrant field that investigates the geometric properties of analytic functions, including univalence, starlikeness, and convexity, which are key to understanding their ...

This is a preview. Log in through your library . Abstract In the present paper, by making use of certain operators of generalized fractional calculus, we introduce a ...