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Martingale Methods in Statistics

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   Author: Baturi   |   19 November 2021   |   : 0

English | 2021 | ISBN: 1466582812 | 260 pages | True PDF | 4.85 MB
A new edition of a successful, well-established book that provides the reader with a text focused on practical rather than theoretical aspects of financial modelling

Includes a new chapter devoted to volatility risk
The theme of stochastic volatility reappears systematically and has been revised fundamentally, presenting a much more detailed analyses of interest-rate models

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