Quantitative modeling of derivative securities : From theory to practice

Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very concrete way - to the design and analysis of financial products. Based primarily (but not exclusively) on the analysis of derivatives, the book emphasizes relative-v...

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Bibliografiske detaljer
Hovedforfatter: Avellaneda, Marco
Format: Bog
Sprog:Undetermined
Udgivet: Boca Raton, Fla. Chapman & Hall/CRC c2000
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