The Wiley Finance Ser.: Structured Finance : The Object Oriented Approach by Giovanni Della Lunga and Umberto Cherubini (2007, Hardcover)
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By Umberto Cherubini, Giovanni Della Lunga. 1.1 Introduction. 1.2 Arbitrage-free valuation and replicating portfolios. 1.4 No-arbitrage and pricing. 1.4.1 Univariate claims. 1.4.2 Multivariate claims.