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This book gives a comprehensive introduction to the modeling of financial derivatives, covering all major asset classes (equities, commodities, interest rates and foreign exchange) and stretching from Black and Scholes' lognormal modeling to currentday research on skew and smile models. The intended reader has a solid mathematical background and is a graduate/finalyear undergraduate student specializing in Mathematical Finance, or works at a financial institution such as an investment bank or a hedge fund.
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birth defects, or other reproductive harm.
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