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This comprehensive introduction to mathematical finance is designed for students with no prior knowledge of stochastic calculus or measure-theoretic probability. It begins with foundational concepts like utility and the mean-variance approach to portfolio choice, then delves into derivative pricing with topics including the binomial model, discrete-time models, Brownian motion, and the Black-Scholes model. The text is enriched with exercises and solutions, making it a practical resource for learning key financial theories and models.
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Stochastic Financial Models, Douglas Kennedy
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- Année de publication
- 2010
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