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Stochastic analysis for finance with simulations
This book is an introduction to stochastic analysis and quantitative finance; it includes both theoretical and computational methods. Topics covered are stochastic calculus, option pricing, optimal portfolio investment, and interest rate models. Also included are simulations of stochastic phenomena,...
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| Lenguaje: | eng |
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Springer
2016
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-25589-7 http://cds.cern.ch/record/2205644 |