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200 1 $a<<The >>landscape of contemporary infrastructure$fKelly Shannon, Marcel Smets
210   $aRotterdam$cNai publishers$d2010
215   $a272 p.$cill.$d28 cm
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200 12$aA factor model approach to derivative pricing /$fJames A. Primbs, California State University, Fullerton, USA
210  1$aBoca Raton, Florida :$cCRC Press,$d[2014]
210  4$dİ2014
215   $a1 online resource (294 pages) $cillustrations
300   $a"A Chapman & Hall book"--title page.
311   $a1-138-42617-2 
311   $a1-4987-6332-4 
320   $aIncludes bibliographical references and index.
327   $achapter 1. Building blocks and stochastic differential equation models -- chapter 2. Ito's Lemma -- chapter 3. Stochastic differential equations -- chapter 4. The factor model approach to arbitrage pricing -- chapter 5. Constructing a factor model pricing framework -- chapter 6. Equity derivatives -- chapter 7. Interest rate and credit derivatives -- chapter 8. Hedging -- chapter 9. Computation of solutions -- chapter 10. The road to risk neutrality.
606   $aDerivative securities$xPrices
606   $aDerivative securities$xMathematical models
606   $aAssets (Accounting)
615  0$aDerivative securities$xPrices.
615  0$aDerivative securities$xMathematical models.
615  0$aAssets (Accounting)
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