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#	Item
841	Highlights of Mayer Brown LLP’s Federal Preemption Practice Mayer Brown LLP has been at the forefront of the preemption struggle, and has extensive experience litigating federal preemption and federal preclusion cases. Add to Reading List Source URL: www.appellate.net Language: English - Date: 2012-06-20 15:26:50 United States law Altria Group v. Good Wyeth v. Levine Riegel v. Medtronic Inc. Bruesewitz v. Wyeth Bates v. Dow Agrosciences LLC Merrill Lynch Pierce Fenner & Smith Inc. v. Dabit Federal Arbitration Act FDA Preemption Law Case law Federal preemption
842	Merrill Lynch/Secret Cycling Tuesday Night Criterium Training Series Tuesday Night from March 27th thru August 14th, 2012 at the Kil-Kare Dragway and Speedway -Xenia, Ohio Hot Line Number: [removed]for course conditi Add to Reading List Source URL: www.teamdaytoncycling.com Language: English - Date: 2012-02-19 23:00:00 Kil-Kare Raceway Dayton Ohio Xenia Ohio Ohio Greater Dayton Geography of the United States
843	Delaware Library Association Annual Report - July[removed]April[removed]FINANCIAL REPORT Periods: May 2009; December 31, 2009 & April 15, [removed]May-09 Add to Reading List Source URL: www2.lib.udel.edu Language: English - Date: 2010-04-20 15:48:18 Merrill Lynch WILM Financial services
844	Stock Instructions for Merrill Lynch Add to Reading List Source URL: www.montreat.org Language: English - Date: 2014-03-31 10:03:38 Stock certificate Financial services Finance Business Primary dealers Montreat Conference Center Merrill Lynch
845	Realized and implied index skews, jumps, and the failure of the minimum-variance hedging Artur Sepp Enterprise Capital Management - Quantitative Solutions Group Bank of America Merrill Lynch, London [removed] Add to Reading List Source URL: math.ut.ee Language: English - Date: 2014-05-22 03:09:14 Statistics VIX Volatility Stochastic volatility Beta Log-normal distribution Mathematical finance Financial economics Finance
846	An Approximate Distribution of Delta-Hedging Errors in a Jump-Diffusion Model with Discrete Trading and Transaction Costs Artur Sepp Bank of America Merrill Lynch [removed] Add to Reading List Source URL: math.ut.ee Language: English - Date: 2010-05-14 02:48:08 Investment Implied volatility Volatility Black–Scholes VIX Hedge Realized variance Option Mathematical finance Financial economics Finance
847	Efficient Numerical PDE Methods to Solve Calibration and Pricing Problems in Local Stochastic Volatility Models Artur Sepp Bank of America Merrill Lynch, London [removed] Global Derivatives Trading & Risk Manag Add to Reading List Source URL: math.ut.ee Language: English - Date: 2012-10-10 15:03:55 Investment Local volatility Stochastic volatility Volatility VIX Implied volatility Option Volatility smile Mathematical finance Financial economics Finance
848	Achieving Consistent Modeling Of VIX and Equities Derivatives Artur Sepp Bank of America Merrill Lynch, London [removed] Global Derivatives Trading & Risk Management 2012 Add to Reading List Source URL: math.ut.ee Language: English - Date: 2014-02-18 17:00:46 Investment VIX Volatility smile Stochastic volatility Volatility Implied volatility Local volatility IVX Mathematical finance Financial economics Finance
849	Consistently Modeling Joint Dynamics of Volatility and Underlying To Enable Effective Hedging Artur Sepp Bank of America Merrill Lynch, London [removed] Global Derivatives Trading & Risk Management 2013 Add to Reading List Source URL: math.ut.ee Language: English - Date: 2013-05-27 17:32:13 Investment Volatility VIX Stochastic volatility Implied volatility Beta Option Volatility smile Mathematical finance Financial economics Finance
850	Stochastic Local Volatility Models: Theory and Implementation Artur Sepp Bank of America Merrill Lynch University of Leicester, UK December 9, 2010 Add to Reading List Source URL: math.ut.ee Language: English - Date: 2011-03-27 17:30:28 Options Investment Black–Scholes Local volatility Volatility Implied volatility Stochastic volatility TN Mathematical finance Financial economics Finance

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