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New & Forthcoming Titles | Springer Finance Lecture Notes (Titles in this series)

Springer Finance Lecture Notes

Springer Finance Lecture Notes

Series: Springer Finance

Series Editors: Avellaneda, M., Barone-Adesi, G., Broadie, M., Davis, M., Derman, E., Kl├╝ppelberg, C., Schachermayer, W.

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  • Asymptotic Chaos Expansions in Finance
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    Asymptotic Chaos Expansions in Finance

    Theory and Practice

    Series: Springer Finance

    Subseries: Springer Finance Lecture Notes

    Nicolay, David 2014

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    ISBN 978-1-4471-6506-4
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    ISBN 978-1-4471-6505-7
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  • Exponential Functionals of Brownian Motion and Related Processes
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    Exponential Functionals of Brownian Motion and Related Processes

    Series: Springer Finance

    Subseries: Springer Finance Lecture Notes

    Yor, Marc 2001

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    ISBN 978-3-642-56634-9
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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 978-3-540-65943-3
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  • Uncertain Volatility Models
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    Uncertain Volatility Models

    Theory and Application

    Series: Springer Finance

    Subseries: Springer Finance Lecture Notes

    Buff, Robert 2002

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    ISBN 978-3-642-56323-2
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    ISBN 978-3-540-42657-8
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  • Option Prices as Probabilities
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      $79.99
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      $109.00
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      $79.99
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      $109.00
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    Option Prices as Probabilities

    A New Look at Generalized Black-Scholes Formulae

    Series: Springer Finance

    Subseries: Springer Finance Lecture Notes

    Profeta, Christophe, Roynette, Bernard, Yor, Marc 2010

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    ISBN 978-3-642-10395-7
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    ISBN 978-3-642-10394-0
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  • Semiparametric Modeling of Implied Volatility
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    Semiparametric Modeling of Implied Volatility

    Series: Springer Finance

    Subseries: Springer Finance Lecture Notes

    Fengler, Matthias R. 2005

    Price from $59.99
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    ISBN 978-3-540-30591-0
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    ISBN 978-3-540-26234-3
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