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Focusing on the fundamentals of financial mathematics and engineering, this textbook provides a clear introduction to essential concepts and practical applications. It covers trading and analysis of financial products with numerous examples, emphasizing the valuation of financial derivatives. The latter sections delve into the Wiener Stock Price Model and Black-Scholes theory. The author aims to make modern financial mathematics accessible and intuitive, equipping readers with the skills needed for real-world applications in finance.
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The Art of Quantitative Finance Vol.1, Gerhard Larcher
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- Année de publication
- 2023
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