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An Introduction to Mathematical Finance with Applications

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Cover of 'An Introduction to Mathematical Finance with Applications'

Table of Contents

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    Book Overview
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    Chapter 1 Preliminaries on Financial Markets
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    Chapter 2 The Time Value of Money
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    Chapter 3 Markowitz Portfolio Theory
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    Chapter 4 Capital Market Theory and Portfolio Risk Measures
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    Chapter 5 Binomial Trees and Security Pricing Modeling
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    Chapter 6 Stochastic Calculus and Geometric Brownian Motion Model
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    Chapter 7 Derivatives: Forwards, Futures, Swaps, and Options
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    Chapter 8 The BSM Model and European Option Pricing
Attention for Chapter 6: Stochastic Calculus and Geometric Brownian Motion Model
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