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  • A First Course in Quantitative Finance

    This new and exciting book offers a fresh approach to quantitative finance and utilises novel features, including stereoscopic images which permit 3D visualisation of complex subjects without the need for additional tools. Offering an integrated approach to the subject, A First Course in Quantitative Finance introduces students to the architecture of complete financial markets before exploring the ... Leer más

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  • Stochastic Calculus for Finance

    Series series Mastering Mathematical Finance
    This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Itô integrals in some detail, with a focus on results needed for the Black–Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the ... Leer más

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  • Duelling Idiots and Other Probability Puzzlers

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    Series series Princeton Puzzlers
    What are your chances of dying on your next flight, being called for jury duty, or winning the lottery? We all encounter probability problems in our everyday lives. In this collection of twenty-one puzzles, Paul Nahin challenges us to think creatively about the laws of probability as they apply in playful, sometimes deceptive, ways to a fascinating array of speculative situations. Games of Russian ... Leer más

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  • Numbers Rule

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  • Introduction to Computable General Equilibrium Models

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  • Guide to Essential Math

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  • Computation and Modelling in Insurance and Finance

    Series series International Series on Actuarial Science
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  • The Nuts and Bolts of Proofs

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  • Convex Optimization

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  • Parameter Estimation and Inverse Problems

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  • Non-Linear Time Series

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    This book offers a useful combination of probabilistic and statistical tools for analyzing nonlinear time series. Key features of the book include a study of the extremal behavior of nonlinear time series and a comprehensive list of nonlinear models that address different aspects of nonlinearity. Several inferential methods, including quasi likelihood methods, sequential Markov Chain Monte Carlo ... Leer más

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    Series series Demystified
    Need to Learn MATLAB? Problem SOLVED!Get started using MATLAB right away with help from this hands-on guide. MATLAB Demystified offers an effective and enlightening method for learning how to get the most out this powerful computational mathematics tool.Using an easy-to-follow format, this book explains the basics of MATLAB up front. You'll find out how to plot functions, solve algebraic equations ... Leer más

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