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| Description: |
- Provides a framework that shows how to bridge the gap between the continuous-time pricing practice in financial engineering and the capital market data from discrete-time intervals. This book covers applications to risky assets traded on the markets for funds, fixed-income products and electricity derivatives.
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| Publisher: |
- Springer-Verlag Berlin And Heidelberg Gmbh & Co. Kg
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Description
Release Date:
06 April 2004
Provides a framework that shows how to bridge the gap between the continuous-time pricing practice in financial engineering and the capital market data from discrete-time intervals. This book covers applications to risky assets traded on the markets for funds, fixed-income products and electricity derivatives.
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