The justifcation is mainly pedagogical. These lecture notes start with an elementary approach to stochastic calculus due ...
Lee masThe justifcation is mainly pedagogical. These lecture notes start with an elementary approach to stochastic calculus due ...
Lee masThis book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...
Lee masIt introduces the AMGM models and gives the exact form for the yields and their moment structures. … the book is well-presented ...
Lee mas