A course in derivative securities. Introduction to theory and computation.
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Publication:2565574
zbMath1085.91026MaRDI QIDQ2565574
Publication date: 27 September 2005
Published in: Springer Finance (Search for Journal in Brave)
option pricing; term structure models; mathematical finance; computational finance; derivative securities
91G60: Numerical methods (including Monte Carlo methods)
65C05: Monte Carlo methods
91G30: Interest rates, asset pricing, etc. (stochastic models)
91G20: Derivative securities (option pricing, hedging, etc.)
91-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance
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