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    Topics in Numerical Methods for Finance

    ISBN-10: 1461434327
    ISBN-13: 9781461434320
    Author(s): Mark Cummins, Finbarr Murphy, John J. H. Miller
    Description: Presenting state-of-the-art methods in the area, this book examines weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement.
    List price: $90.00
    Buy it from: $141.26

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    Publisher: Springer London, Limited
    Binding: Hardcover
    Pages: 204
    Size: 6.00" wide x 9.25" long x 0.76" tall
    Weight: 0.946
    Language: English

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