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£96.14
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£96 today · cheaper than every other day in the last 3 months
World Scientific Publishing Company World Scientific Generalized Integral Transforms in Finance
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Last 17 days · 17 data points (no recent data)
Price data last checked 74 day(s) ago - refreshing...
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Price distribution over 17 days • 1 price levels
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Most common price: £96 (17 days, 100.0%)
Price range: £96 - £96
Price levels: 1 different prices over 17 days
Description
Key Features
World Scientific Publishing Company presents a technical study on applying physics-based integral transforms to mathematical finance.
Covers semi-closed form pricing for one-factor models with time-dependent barriers including Bachelier, Hull-White, CIR, and CEV.
Provides methods for analyzing interconnected banking systems using the structural credit risk model with default contagion.
Includes mathematical approaches for finding first hitting time density for a reducible diffusion process.
Details the exercise boundary of American options within domains involving moving boundaries.
Product Specifications
- Format
- hardcover
- ASIN
- 9811231737
- Domain
- Amazon UK
- Release Date
- 15 October 2021
- Listed Since
- 04 December 2020
Barcode
No barcode data available
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