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Introduction to the Mathematics of Finance

- Arbitrage and Option Pricing

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Completely rewritten for its second edition, this book concentrates on discrete derivative pricing models, culminating in a thorough derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781461435815
  • Indbinding:
  • Hardback
  • Sideantal:
  • 288
  • Udgivet:
  • 24. april 2012
  • Udgave:
  • 22012
  • Størrelse:
  • 238x159x21 mm.
  • Vægt:
  • 616 g.
  • BLACK NOVEMBER
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Leveringstid: 8-11 hverdage
Forventet levering: 21. november 2024

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Completely rewritten for its second edition, this book concentrates on discrete derivative pricing models, culminating in a thorough derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model.

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