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Option pricing and estimation of financial models with r - Stefano M Iacus

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Title
Option pricing and estimation of financial models with r
Author
Stefano M Iacus
format
Hardback
Publisher
Wiley Blackwell
Language
English
UK Publication Date
20110325

Description

A practical text for calibrating financial models and numerical option pricing featuring R, Option Pricing and Estimation of Financial Models With R distills inference and simulation of stochastic process in the field of model calibration for financial times series modeled with continuous time processes and numerical option pricing.

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