Financial derivatives pricing : selected works of Robert Jarrow /
This book is a collection of original papers by Robert Jarrow that contributed to significant advances in financial economics. Divided into three parts, Part I concerns option pricing theory and its foundations. The papers here deal with the famous Black-Scholes-Merton model, characterizations of th...
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Format: | Electronic eBook |
Language: | English |
Published: |
Singapore ; Hackensack, NJ :
World Scientific,
2008
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Subjects: | |
Local Note: | ProQuest Ebook Central |