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Mathematical finance is a prolific scientific domain in which there exists a particular characteristic of developing both advanced theories and practical techni

A state-of-the-art introduction to the powerful mathematical and statistical tools used in the field of finance The use of mathematical models and numerical tec

Numerical Methods in Finance describes a wide variety of numerical methods used in financial analysis.

Solid overview of the major new ideas and results in mathematical finance.

This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models