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Introduction to stochastic finance
This book gives a systematic introduction to the basic theory of financial mathematics, with an emphasis on applications of martingale methods in pricing and hedging of contingent claims, interest rate term structure models, and expected utility maximization problems. The general theory of static ri...
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| Lenguaje: | eng |
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Springer
2018
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| Acceso en línea: | https://dx.doi.org/10.1007/978-981-13-1657-9 http://cds.cern.ch/record/2646964 |