An introduction to the mathematics of financial derivatives
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| Format: | Book |
| Language: | Undetermined English |
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Academic Press
2000
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Table of Contents:
- Financial Derivatives: A Brief Introduction -- A Primer on Arbitrage Theorem -- Calculus in Deterministic and Stochastic Environments -- Pricing Derivatives: Models and Notation -- Tools in Probability Theory -- Martingales and Martingale Representations