Derivatives Mathematics & Volatility Modeling: Option Pricing Theory, Stochastic Models, and Surface Construction

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Pages: 499, Paperback, Independently published

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Derivatives Engineering in Rust: Option Pricing, Volatility Modeling, and Risk Architecture

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Stochastic Calculus & Brownian Motion in Quant Finance: A Practical Guide to...

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Applied Stochastic Calculus for Exotic Options: Pricing and Modeling Path-Dependent Derivatives

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Python for Rough Volatility: Bergomi and Stochastic Volatility Models

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