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  • An Introduction to Mathematical Finance
    Fred Espen Benth
    978-3-642-18786-5
    2004
    Edition 1
    • Very concise, requires only basic mathematical skills
    • Describes the basic assumptions (empirical finance) underlying option theory
    • Includes a big section on pricing using both pde-approach and martingale approach (stochastic finance)
    • Presents the two main approaches for numerical computation of option prices (computational finance)
    • Can be used at introductory level at universities, with exercises after each chapter
    • Potential interest for the German actuaries and actuarial training

    €419

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