Stochastic Calculus for Finance I

The Binomial Asset Pricing Model
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Product description

Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance

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Details

  • ISBN13 9780387225272
  • Released 2019
  • Publisher Springer
  • Format Elektronisk medie
  • Language English