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Martingale Methods in Financial Modelling

Language EnglishEnglish
Book Paperback
Book Martingale Methods in Financial Modelling Marek Musiela
Libristo code: 01651214
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, October 2010
2nd edition§This thoroughly revised second edition includes a brand new chapter devoted to volatilit... Full description
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44 993 Ft
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2nd edition§This thoroughly revised second edition includes a brand new chapter devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility.

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About the book

Full name Martingale Methods in Financial Modelling
Author Marek Musiela, Marek Rutkowski
Language English
Binding Book - Paperback
Date of issue 2010
Number of pages 720
EAN 9783642058981
ISBN 3642058981
Libristo code 01651214
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight 1052
Dimensions 157 x 233 x 41

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance > Public finance & taxation
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Mathematics & Science > Mathematics > Probability & statistics
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