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)
Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)
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