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Book Categories |
1 | Risk management and financial derivatives | 1 |
2 | Arbitrage-free principle | 9 |
3 | Binomial tree methods - discrete models of option pricing | 25 |
4 | Brownian motion and Ito formula | 55 |
5 | European option pricing - Black-Scholes formula | 73 |
6 | American option pricing and optimal exercise strategy | 113 |
7 | Multi-asset option pricing | 201 |
8 | Path-dependent options (I) - weakly path-dependent options | 247 |
9 | Path-dependent options (II) - strongly path-dependent options | 275 |
10 | Implied volatility | 311 |
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Add Mathematical Modeling and Methods of Option Pricing, From the unique perspective of partial differential equations (PDE), this self-contained book presents a systematic, advanced introduction to the Black-Scholes-Merton's option pricing theory. A unified approach is used to model various types of option pri, Mathematical Modeling and Methods of Option Pricing to the inventory that you are selling on WonderClubX
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Add Mathematical Modeling and Methods of Option Pricing, From the unique perspective of partial differential equations (PDE), this self-contained book presents a systematic, advanced introduction to the Black-Scholes-Merton's option pricing theory. A unified approach is used to model various types of option pri, Mathematical Modeling and Methods of Option Pricing to your collection on WonderClub |