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Stochastic Finance

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In Stock (99)

£ 52.50

Description

Offers an introduction to the mathematics of finance, based on stochastic models in discrete time. This book studies simple one-period models, and develops the idea of dynamic hedging of contingent claims in a multiperiod framework.

Book Details
EAN:
9783110218046
Binding:
Paperback / softback
Dimensions(mm):
240 x 170
Publication Date:
2011-01-28
Publisher:
Publication Country:
Germany