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Showing 1 - 25 of
156 matches in All Departments
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Napoleon Fallen
Robert Buchanan
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R1,168
Discovery Miles 11 680
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Napoleon Fallen
Robert Buchanan
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R1,738
R1,633
Discovery Miles 16 330
Save R105 (6%)
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Undertones (Paperback)
Robert Buchanan
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R1,484
R1,403
Discovery Miles 14 030
Save R81 (5%)
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Undertones (Hardcover)
Robert Buchanan
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R1,999
R1,870
Discovery Miles 18 700
Save R129 (6%)
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Undertones (Hardcover)
Robert Buchanan
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R1,996
R1,867
Discovery Miles 18 670
Save R129 (6%)
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Undertones (Paperback)
Robert Buchanan
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R1,481
R1,400
Discovery Miles 14 000
Save R81 (5%)
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Ships in 10 - 15 working days
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Anyone with an interest in learning about the mathematical modeling
of prices of financial derivatives such as bonds, futures, and
options can start with this book, whereby the only mathematical
prerequisite is multivariable calculus. The necessary theory of
interest, statistical, stochastic, and differential equations are
developed in their respective chapters, with the goal of making
this introductory text as self-contained as possible.In this
edition, the chapters on hedging portfolios and extensions of the
Black-Scholes model have been expanded. The chapter on optimizing
portfolios has been completely re-written to focus on the
development of the Capital Asset Pricing Model. The binomial model
due to Cox-Ross-Rubinstein has been enlarged into a standalone
chapter illustrating the wide-ranging utility of the binomial model
for numerically estimating option prices. There is a completely new
chapter on the pricing of exotic options. The appendix now features
linear algebra with sufficient background material to support a
more rigorous development of the Arbitrage Theorem.The new edition
has more than doubled the number of exercises compared to the
previous edition and now contains over 700 exercises. Thus,
students completing the book will gain a deeper understanding of
the development of modern financial mathematics.
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London Poems (Hardcover)
Robert Buchanan
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R2,008
R1,880
Discovery Miles 18 800
Save R128 (6%)
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London Poems (Paperback)
Robert Buchanan
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R1,492
R1,410
Discovery Miles 14 100
Save R82 (5%)
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