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This textbook provides complete coverage of discrete-time financial models that form the cornerstones of financial derivative pricing theory.
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Safe assets constitute an essential component of the contemporary, international financial system and are vital to its... Læs mere
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Containing many results that are new, or which exist only in recent research articles, this thoroughly revised third edition of this book portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation.
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This book introduces Probability Theory with R software and explains abstract concepts in a simple and easy-to-understand way by combining theory and... Læs mere
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This textbook shows how to bring theoretical concepts from finance and econometrics to the data. Focusing on coding and data analysis with Python, we show how to conduct research in empirical finance from scratch.
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This textbook shows how to bring theoretical concepts from finance and econometrics to the data. Focusing on coding and data analysis with Python, we show how to conduct research in empirical finance from scratch.
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This book introduces green bonds and their significance in portfolio management and sustainable finance.... Læs mere
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This book is an exploration of statistical methodologies and their applications in finance. Readers are taken on a journey in each chapter through... Læs mere
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This book is an exploration of statistical methodologies and their applications in finance. Readers are taken on a journey in each chapter through... Læs mere
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This book is a new stress test in applied econometric analysis of oil producing countries. It includes positive economic analysis... Læs mere
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Presenting the methods and techniques for problem solving, this econometrics textbook also examines their mathematical foundations, and presents a... Læs mere