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Financial Modeling
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Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-642-37113-4
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Book Chapters
The following chapters of this book are listed in IDEAS- Stéphane Crépey, 2013. "Some Classes of Discrete-Time Stochastic Processes," Springer Finance,, Springer.
- Stéphane Crépey, 2013. "Some Classes of Continuous-Time Stochastic Processes," Springer Finance,, Springer.
- Stéphane Crépey, 2013. "Elements of Stochastic Analysis," Springer Finance,, Springer.
- Stéphane Crépey, 2013. "Martingale Modeling," Springer Finance,, Springer.
- Stéphane Crépey, 2013. "Benchmark Models," Springer Finance,, Springer.
- Stéphane Crépey, 2013. "Monte Carlo Methods," Springer Finance,, Springer.
- Stéphane Crépey, 2013. "Tree Methods," Springer Finance,, Springer.
- Stéphane Crépey, 2013. "Finite Differences," Springer Finance,, Springer.
- Stéphane Crépey, 2013. "Calibration Methods," Springer Finance,, Springer.
- Stéphane Crépey, 2013. "Simulation/Regression Pricing Schemes in Diffusive Setups," Springer Finance,, Springer.
- Stéphane Crépey, 2013. "Simulation/Regression Pricing Schemes in Pure Jump Setups," Springer Finance,, Springer.
- Stéphane Crépey, 2013. "Backward Stochastic Differential Equations," Springer Finance,, Springer.
- Stéphane Crépey, 2013. "Analytic Approach," Springer Finance,, Springer.
- Stéphane Crépey, 2013. "Extensions," Springer Finance,, Springer.
- Stéphane Crépey, 2013. "Technical Proofs (∗∗)," Springer Finance,, Springer.
- Stéphane Crépey, 2013. "Exercises," Springer Finance,, Springer.
- Stéphane Crépey, 2013. "Corrected Problem Sets," Springer Finance,, Springer.
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