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  • A Martingale-Based Approach
    Robert A. Jarrow
    978-3-030-74410-6
    2021
    Edition 2
    • Creates the foundation for the use of machine learning and high dimensional statistics in multi-factor models
    • Offers a deeper understanding of asset price bubbles
    • Sequentially studies arbitrage pricing theory, derivatives pricing, portfolio theory, and equilibrium pricing

    €419

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