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A Course in Derivative Securities: Introduction to Theory and Computation

corresponding to the formulas and procedures described in the book. This is valuable since computer simulation can help readers understand the theory;

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Financial Engineering and Computation

learn how to implement these models computationally. This comprehensive text, first published in 2002, combines the theory and mathematics;

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Pricing and Hedging of Derivative Securities

The theory of pricing and hedging of derivative securities is mathematically sophisticated. This book is an introduction to the use;

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Introduction To Formal Languages And Machine Computation, An

This book provides a concise and modern introduction to Formal Languages and Machine Computation, a group of disparate topics in the theory;

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Introduction To Formal Languages And Machine Computation, An

This book provides a concise and modern introduction to Formal Languages and Machine Computation, a group of disparate topics in the theory;

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Derivatives

will be reorganized in three parts: 1) Introduction to the securities and their use, 2) pricing of futures, swaps (new) and options, 3) using;

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Quantitative Modeling of Derivative Securities

Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very;

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Quantitative Modeling of Derivative Securities

Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very;

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Introduction to the Theory of Computation

of practical and philosophical coverage and mathematical treatments, including advanced theorems and proofs. INTRODUCTION TO THE THEORY OF COMPUTATION;

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Introduction to the Theory of Computation, International Edition

only in the market-leading INTRODUCTION TO THE THEORY OF COMPUTATION, 3E, International Edition. The number one choice for today's;

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A Factor Model Approach to Derivative Pricing

Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing;

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Pricing Derivative Securities (2nd Edition)

interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement;

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Pricing Derivative Securities (2nd Edition)

interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement;

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Theory of Computation

. Designed to serve as a text for a one-semester introductory course in the theory of computation, the book covers the traditional topics of formal;

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Fixed Income Markets and Their Derivatives

and debt options, futures and swap markets. Helps the students understand the theory relevant to these markets enabling them to participate;

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Derivatives Essentials

A clear, practical guide to working effectively with derivative securities products Derivatives Essentials is an accessible, yet detailed;

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Limits of Computation

Limits of Computation: An Introduction to the Undecidable and the Intractable offers a gentle introduction to the theory of computational;

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Fixed Income Markets and Their Derivatives

securities and debt options, futures and swap markets. It aims to help the reader understand the theory relevant to these markets, enabling them to;

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Fixed Income and Interest Rate Derivative Analysis

Fixed Income and Interest Rate Derivative Analysis gives a clear and accessible approach to the analytical techniques of debt;

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The Basics of Investing

of securities and the concepts of risk and return; explains how the securities market operates; shows how to analyze securities step-by-step; explores;

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The Mathematics of Derivatives Securities with Applications in MATLAB

Securities with Applications in MATLAB provides readers with an introduction to probability theory, stochastic calculus and stochastic processes;

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Derivative Securities and Difference Methods

introduction concerning the basics on derivative securities, the authors explain how to establish the adequate PDE boundary value problems for;

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Engineering Design Optimization

, multidisciplinary design optimization, and uncertainty, with instruction on how to determine which algorithm should be used for a given application. It also;

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Derivatives Financial Markets Stochastic

is suitable for a one semester course for graduate students who have had exposure to methods of stochastic modeling and arbitrage pricing theory;

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Modern Investment Theory

Intended for the introductory graduate or intermediate undergraduate courses in Investments and Finance Theory. This text offers accurate;

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Introductory Course on Differentiable Manifolds

with a single chapter devoted to the tensor algebra of linear spaces and their mappings. Part II brings in neighboring points to explore;

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Financial Mathematics: A Comprehensive Treatment in Discrete Time

theory. An expanded the set of solved problems and additional exercises. Answers to all exercises. This book is a;

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