Financial Derivatives (Q5701575)
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scientific article; zbMATH DE number 2222772
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Financial Derivatives |
scientific article; zbMATH DE number 2222772 |
Statements
Financial Derivatives (English)
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3 November 2005
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pricing
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financial derivatives
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Brownian motion
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Itô calculus
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martingales
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Black-Scholes/Merton model
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exotic option
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interest rate models
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interest rate derivatives
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