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United Nations Sustainable Development Goals (SDGs)
Top books for working towards the SDGs, hand-selected by Springer Nature editors
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Robert J Elliott; P. Ekkehard Kopp978-1-4757-7146-61999 Edition 1- Aimed at those who need to understand the mathematics behind the multitude of current financial instruments used in derivative markets, including risk managers and other practitioners
- Begins with the mathematics used in discrete-time models, which can be more simply explained, then moves into the more difficult continuous-time models
- Includes detailed analyses of the famous Black-Scholes theory, American put options, term structure models, and consumption-investment problems
- Provides a clear understanding of pricing and hedging for call and put options
- The mathematics used is accessible
- The mathematics of martingales and stochastic calculus is developed where needed
- The treatment is careful and detailed rather than comprehensive
€160