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Quantitative Finance

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  • Finance with Monte Carlo
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    Finance with Monte Carlo

    Series: Springer Undergraduate Texts in Mathematics and Technology

    Shonkwiler, Ronald W. 2013

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    ISBN 978-1-4614-8511-7
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    This title is also available as an eBook. You can pay for Springer eBooks with Visa, Mastercard, American Express or Paypal. After the purchase you can directly download the eBook file or read it online. Via MySpringer you can always re-download your eBooks.
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    ISBN 978-1-4614-8510-0
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  • Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications
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      $69.99
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    Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications

    BSDEs with Jumps

    Series: EAA Series

    Delong, Łukasz 2013

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    ISBN 978-1-4471-5331-3
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    ISBN 978-1-4471-5330-6
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  • Derivative Pricing in Discrete Time
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    Derivative Pricing in Discrete Time

    Series: Springer Undergraduate Mathematics Series

    Cutland, Nigel J., Roux, Alet 2013

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    ISBN 978-1-4471-4408-3
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    ISBN 978-1-4471-4407-6
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  • Risk and Portfolio Analysis
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      $79.95
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      $59.99
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      $79.95
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    Risk and Portfolio Analysis

    Principles and Methods

    Series: Springer Series in Operations Research and Financial Engineering

    Hult, H., Lindskog, F., Hammarlid, O., Rehn, C.J. 2012

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    ISBN 978-1-4614-4103-8
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    ISBN 978-1-4614-4102-1
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    ISBN 978-1-4939-0031-2
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  • Introduction to the Mathematics of Finance
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      $59.95
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    • eBook
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      Hardcover
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      $59.95
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    Introduction to the Mathematics of Finance

    Arbitrage and Option Pricing

    Series: Undergraduate Texts in Mathematics

    Roman, Steven 2012

    Price from $39.99
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    ISBN 978-1-4614-3582-2
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    This title is also available as an eBook. You can pay for Springer eBooks with Visa, Mastercard, American Express or Paypal. After the purchase you can directly download the eBook file or read it online. Via MySpringer you can always re-download your eBooks.
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    ISBN 978-1-4614-3581-5
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    Hardcover
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    ISBN 978-1-4899-8599-6
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