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Mathematical Models of Financial Derivatives
inbunden,
2008,
Engelska,
ISBN 9783540422884
Objectives and Audience In the past three decades, we have witnessed the phenomenal growth in the trading of financial derivatives and structured products in the financial markets …
Pricing Models of Volatility Products and Exotic Variance Derivatives
inbunden,
2022,
Engelska,
ISBN 9781032199023
Pricing Models of Volatility Products and Exotic Variance Derivatives summarizes most of the recent research results in pricing models of derivatives on discrete realized variance …