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  • Christian Ekstrand
    978-3-642-22155-2
    2011
    Edition 1
    • Comprehensive introduction to financial derivatives modeling for graduate students and professionals
    • Applies derivatives pricing methods to all major asset classes
    • Contains an extensive list of stochastic differential equations with solution methods
    • Includes a detailed description of the challenges associated with the calibration of, and risk management with, derivatives pricing models
    • Includes supplementary material: sn.pub/extras

    €419

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