Titlebook: New Challenges in Grid Generation and Adaptivity for Scientific Computing; Simona Perotto,Luca Formaggia Book 2015 Springer International

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Gerard J. Gorman,Georgios Rokos,James Southern,Paul H. J. Kellycial time series, portfolio selection and risk management.In.Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical application in finance. The reader will learn the basic methods of evaluating option contracts, analysing financial time series, se

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Sean Walton,Oubay Hassan,Kenneth Morgandifferent economic theories exist in different markets (currency, interest rates, stocks, derivatives, etc.). Well known examples include the purchasing power parity for exchange rates, interest rate term structure models, the . (CAPM) and the Black-Scholes option pricing model. Most of these models

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David Marcum,Frédéric Alauzetdifferent economic theories exist in different markets (currency, interest rates, stocks, derivatives, etc.). Well known examples include the purchasing power parity for exchange rates, interest rate term structure models, the . (CAPM) and the Black-Scholes option pricing model. Most of these models

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David Moxey,Mashy D. Green,Spencer J. Sherwin,Joaquim Peiródifferent economic theories exist in different markets (currency, interest rates, stocks, derivatives, etc.). Well known examples include the purchasing power parity for exchange rates, interest rate term structure models, the . (CAPM) and the Black-Scholes option pricing model. Most of these models

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Bahman Esfandiar,Giovanni Porta,Simona Perotto,Alberto Guadagninidifferent economic theories exist in different markets (currency, interest rates, stocks, derivatives, etc.). Well known examples include the purchasing power parity for exchange rates, interest rate term structure models, the . (CAPM) and the Black-Scholes option pricing model. Most of these models

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Jibum Kim,David McLaurin,Suzanne M. Shontzstical applications in finance.Includes option pricing, anal.Now in its fourth edition, this book offers a detailed yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods of evaluating option contracts, analyzing financial time s

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