Stochastic Processes for Finance: Brownian Motion, Martingales, Jump Diffusions, and Monte Carlo Methods in Python

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Pages: 384, Paperback, Independently published

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Brand Independently Published
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  • 9798248813704

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Independently Published

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Chapman and Hall/CRC

Foundations of Quantitative Finance, Book VII: Brownian Motion and Other Stochastic Processes: 7

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