This volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the ...
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1 The tools of modern portfolio theory are in general use in the equity markets, either in the form of portfolio optimization ...
Lire la suiteThis book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, ...
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A major theme of this book is the development of a consistent unified model framework for the evaluation of bond options. ...
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