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  • Theory and Practice of Trading, Valuation, and Risk Management
    Jiří Witzany
    978-3-030-51751-9
    2020
    Edition 1
    • Covers basic to advanced topics, estimation methods, and modeling of financial and commodity derivatives
    • Provides an overview of recent regulatory requirements related to market risk management and derivatives pricing
    • Explains estimation methods like Markov Chain Monte Carlo (MCMC) and Particle Filters, among others
    • Demonstrates key continuous time modelling concepts using the infinitesimals and hyper-finite probability spaces

    €419

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