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Topics in Numerical Methods for Finance

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ISBN-10: 1461434327

ISBN-13: 9781461434320

Edition: 2012

Authors: Mark Cummins, Finbarr Murphy, John J. H. Miller

List price: $89.99
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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.
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Book details

List price: $89.99
Copyright year: 2012
Publisher: Springer
Publication date: 7/16/2012
Binding: Hardcover
Pages: 204
Size: 6.10" wide x 9.25" long x 0.22" tall
Weight: 1.144
Language: English