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Financial Modeling
by Crépey, Stéphane.
Publication:
. XIX, 459 p. 13 illus. in color.
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(1),
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Computational Methods for Quantitative Finance
by Hilber, Norbert.
Publication:
. XIII, 299 p. 57 illus., 48 illus. in color.
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Discrete Time Series, Processes, and Applications in Finance
by Zumbach, Gilles.
Publication:
. XXI, 317 p. 103 illus., 101 illus. in color.
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Financial Modeling, Actuarial Valuation and Solvency in Insurance
by Wüthrich, Mario V.
Publication:
. XIV, 432 p. 100 illus., 2 illus. in color.
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Analytically Tractable Stochastic Stock Price Models
by Gulisashvili, Archil.
Publication:
. XVII, 359 p.
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Contract Theory in Continuous-Time Models
by Cvitanić, Jakša.
Publication:
. XII, 255 p.
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Option Prices as Probabilities
by Profeta, Cristophe.
Publication:
. XXI, 270p. 3 illus.
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Applications of Fourier Transform to Smile Modeling
by Zhu, Jianwei.
Publication:
. XV, 330 p.
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Markets with Transaction Costs
by Kabanov, Yuri.
Publication:
. XIV, 294p. 1 illus.
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Derivative Securities and Difference Methods
by Zhu, You-lan.
Publication:
. XXII, 647 p. 92 illus.
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Weak convergence of financial markets / , Jean-Luc Prigent.
by Prigent, Jean-Luc,
Publication:
Berlin ; | New York : Springer, 2003
. xiv, 422 p. :
24 cm.
Date:2003
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