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| #618481 in Books | Springer | 2013-06-08 | Original language:English | PDF # 1 | 9.21 x1.06 x6.14l,.0 | File type: PDF | 459 pages | ||2 of 5 people found the following review helpful.| It makes "financial engineering" attractive|By Cruzeiros|I am very enthusiastic about this book. It is nice that there are a few high-integrity publishers that promote good work. Much interest by friends who teach mathematical finance. I think what I like about the book is that, for me, it makes "financial engineering" attractive and I think it will do the same for well-motivat
Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial derivatives. They are of growing importance for nonlinear pricing problems such as CVA computations that have been developed since the crisis. Although BSDEs are well known to academics, they are less familiar to practitioners in the financial industry. In order to fill this gap, this book revisits financial modelin...
You can specify the type of files you want, for your gadget.Financial Modeling: A Backward Stochastic Differential Equations Perspective (Springer Finance) | Stephane Crepey.Not only was the story interesting, engaging and relatable, it also teaches lessons.
