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About this product
- DescriptionPresents the mathematics that underpins pricing models for derivative securities in financial markets, such as options, futures and swaps. This title adds material from areas of active research, such as coherent risk measures with applications to hedging, the arbitrage interval for incomplete discrete-time markets, and risk and return.
- Author(s)P.Ekkehard Kopp,Robert J. Elliott
- PublisherSpringer-Verlag New York Inc.
- Date of Publication08/10/2004
- GenreFinance & Accounting
- Series TitleSpringer Finance / Springer Finance Textbooks
- Place of PublicationNew York, NY
- Country of PublicationUnited States
- ImprintSpringer-Verlag New York Inc.
- Content Notebiography
- Weight691 g
- Width156 mm
- Height234 mm
- Spine20 mm
- Format DetailsLaminated cover
- Edition Statement2nd ed. 2005
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