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This book takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. A wide range of topics are covered, including valuation methods on stocks paying discrete dividend, Asian options, American barrier options, Complex…
Derivatives Models on Models takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area. A wide range of topics are covered, including v…
Modelling prices in competitive electricity markets
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Type: Book