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Derivatives and Internal Models,4 Ed
Derivatives and Internal Models,4 Ed
Date: 21 April 2011, 00:39

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This book pres a thorough introduction to pricing and risk management of modern financial instruments formulated in precise mathematical language, covering all relevant topics with such a depth of detail that readers are enabled to literally develop their own pricing and risk tools. There is also an accompanying website with hundreds of real world examples.

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