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Graybill /EVA Conference, Fort Collins, Colorado

June 23-26, 2009

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Nolan left, Rimmer right in the Rockies.

Some links to more information on the presentation at the conference.


Slide Presentation with Comments

Technical Paper with Greater Detail

Link to Conference Page

If you would like the data set, or Mathematica software to do the calculations, write to

After the conference the data will be kept up to date on the Market Data page and the Volatility page.

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© Copyright 2009 mathestate    Mon 29 Jun 2009