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  • A Backward Stochastic Differential Equations Perspective
    Stephane Crepey
    978-3-642-37113-4
    2013
    Edition 1
    • Provides a unique, BSDE-based perspective on financial modeling and computational finance areas as for example on the pricing and hedging theory, across all asset classes
    • A unified presentation of all kinds of numerical schemes: semi-explicit, deterministic (PDEs), simulation (Monte Carlo and American Monte Carlo)
    • Illustrates both the theoretical and practical interest of BSDEs for financial applications?
    • Request lecturer material: sn.pub/lecturer-material
    €419 €377
    10% OFF

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