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Platen, Eckhard: Functionals of Multidimensional Diffusions with Applications to Finance

59.00 EUR 53.49 EUR 9% Off

Dieses Buch beleuchtet die Theorie multidimensionaler Diffusionsprozesse und zeigt deren Einsatz in der Finanzmodellierung, von Optionspreisen bis Risikomanagement, mit klaren Beispielen und rigoroser Analyse.

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