Frederic D.Vrins
Derivatives Pricing
Derivatives Pricing
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Format: Paperback / softback
Length: 494 pages
Publication date: 20 March 2025
Publisher: Cambridge University Press
A masters-level introduction offering a unique compromise between intuition and the mathematics underlying derivatives pricing. Suitable for a broad readership ranging from management students to engineers, it starts from the foundations of probability, using examples, exercises and simulations to illustrate the key concepts.
Weight: 949g
ISBN-13: 9781009554657
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