This book presents the mathematics that underpins pricing models
for derivative securities in mode financial markets, such as
options, futures and swaps. This new edition adds substantial
material from current areas of active research, such as coherent
risk measures with applications to hedging, the arbitrage interval
for incomplete discrete-time markets, and risk and retu and
sensitivity analysis for the Black-Scholes model.
Mathematics of Financial Markets (Springer Finance)
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- размер 2.17 МБ
- добавлен 22 июля 2011 г.
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