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Páginas: 1071, Edición: Primera edición, Tapa blanda, APress
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Fixed Income Quantitative Analytics: A Python Guide to Interest Rate Derivatives and Modeling
Apress
Mastering Quantitative Finance with Modern C++: Foundations, Derivatives, and Computational Methods
Integral Equations in Quantitative Finance: Pricing Kernels, Green Functions, and Derivatives Modeling
Heath-Jarrow-Morton Models Explained: Modeling Forward Rate Dynamics for Interest Derivatives
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