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A new edition of a successful, well-established book that provides the reader with a text focused on practical rather than theoretical aspects of financial mode
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WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk m
Martingale Methods in Statistics
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Financial Modeling
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Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial deriv