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Download or read book STORIOGRAFIA SCIENTIFICA VOLUME VI Italiano inglese parte II written by MARIO CAMERIN and published by Lulu.com. This book was released on 2014-03-13 with total page 93 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sintesi assiomatica delle leggi fisiche e convenzioni simboliche, argomentate per pagina. PARTE SECONDA.
Download or read book Appunti di Matematica Finanziaria written by Luigi Pasini and published by Lulu.com. This book was released on 2013-08-24 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt: Il testo raccoglie i principali argomenti di Matematica finanziaria utili sia per gli studenti delle superiori sia per gli studenti universitari che devono preparare l'esame di Matematica finanziaria senza aver avuto opportune basi dalle scuole superiori. Sono presenti numerosi esercizi e test di verifica finale al termine delle varie unità. Sono, inoltre, presenti applicazioni informatiche con il foglio elettronico relative ai vari argomenti di matematica finanziaria trattati. Il testo costituisce un valido supporto per lo studio e il ripasso di argomenti da molti studenti ritenuti piuttosto ostici.
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Download or read book STORIOGRAFIA SCIENTIFICA Volume VI Italiano Inglese parte I written by MARIO CAMERIN and published by Lulu.com. This book was released on with total page 101 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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Download or read book Financial Calculus written by Martin Baxter and published by Cambridge University Press. This book was released on 1996-09-19 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and financial terms is provided. This unique book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders.
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