Financial derivatives : Pricing, applications, and mathematics

This book offers a complete, succinct account of the principles of financial derivatives pricing. The first chapter provides readers with an intuitive exposition of basic random calculus. Concepts such as volatility and time, random walks, geometric Brownian motion, and Ito's lemma are discusse...

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Autor principal: Baz, Jamil
Format: Llibre
Idioma:Undetermined
Publicat: Cambridge, UK Cambridge University Press 2003
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