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  • From Binomial Model to Risk Measures
    Emanuela Rosazza Gianin; Carlo Sgarra
    978-3-319-01357-2
    2013
    Edition 1
    • Offers substantially more exercises on continuous time than do other textbooks
    • Includes three completely new chapters (one on Arbitrage Theory and Incompleteness, one on Risk Measures, and one on Stochastic Volatility Models and Models with jumps)
    • Presents a middle ground between the stochastic and the analytic approach to option pricing and hedging at a reasonable, but not trivial, mathematical level
    • Includes supplementary material: sn.pub/extras

    €419

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