LIBROS DEL AUTOR: dieter sondermann

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  • Introduction to Stochastic Calculus for Finance
    Dieter Sondermann
    Although there are many textbooks on stochastic calculus applied to finance, this volume earns its place with a pedagogical approach. The text presents a quick (but by no means 'dirty') road to the tools required for advanced finance in continuous time, including option pricing by martingale methods, term structure models in a HJM-framework and the Li...
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