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Sabrina Mulinacci
Libros de Sabrina Mulinacci
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The latest tools and techniques for pricing and risk managementThis book introduces readers to the...
In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance between the extension of existing pricing models beyond the traditional Black-Scholes setting and a need to evaluate prices consistently with the market quotes.Fourier T...
In recent years, Fourier transform methods have emerged as one of the major methodologies for the...
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