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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Cambridge, UK
Cambridge University Press
2003
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
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