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Textbook 2003rtfolios...The most important prerequisite is familiarity with the mathematical tools used to specify and analyze continuous-time models in finance, in particular the key ideas of stochastic calculus. Prior exposure to the basic principles of option pricing is useful but not essential...The book isanachronistic 发表于 2025-3-22 10:59:56
978-1-4419-1822-2Springer Science+Business Media New York 2003ANA 发表于 2025-3-22 15:38:15
Monte Carlo Methods in Financial Engineering978-0-387-21617-1Series ISSN 0172-4568 Series E-ISSN 2197-439XCAND 发表于 2025-3-22 17:06:47
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https://doi.org/10.1007/978-0-387-21617-1Analysis; Measure; Monte Carlo Simulation; Monte Carlo method; Random variable; Stochastic Differential Epacket 发表于 2025-3-23 02:11:44
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