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Stochastic process
Stochastischer Prozess
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Benth, Fred Espen
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Advanced Series on Statistical Science and Applied Probability Ser.
2
Advanced series on statistical science & applied probability
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Advanced Series on Statistical Science and Applied Probability Ser
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Advanced series on statistical science and applied probability
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ECONIS (ZBW)
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Elementary Introduction to Stochastic Interest Rate Modeling, an (2nd Edition).
Privault, Nicolas
-
2012
-
2nd ed.
Key Features:A complete introduction accessible to advanced undergraduatesAlso covers recent aspects of interest rate modelingIncludes many graphs illustrating the multidimensional aspects of interest rate modelsEach chapter is accompanied with exercises and their complete solutions.
Persistent link: https://www.econbiz.de/10012687036
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2
Hedging Derivatives.
Sexton, Jenny
-
2011
Key Features:Unique focus on hedging and optimal martingale measuresIncludes new developments about static and dynamic hedging schemesTreatment of popular models for asset prices like exponential Lévy processes and stochastic volatility models.
Persistent link: https://www.econbiz.de/10012689402
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3
Stochastic Modelling of Electricity and Related Markets.
Benth, Fred Espen
-
2008
Key Features:Gives a detailed account of advanced stochastic models for spot, futures and option price dynamics in energy marketsGives a detailed analysis of electricity and gas futures prices, with an emphasis on market models (also known as LIBOR models).
Persistent link: https://www.econbiz.de/10012684999
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