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Martingale Methods In Financial Modelling
language: english
Publisher:
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, October of 2010 ‧
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148,70€
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SYNOPSIS
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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| Property | Description |
|---|---|
| ISBN: | 9783642058981 |
| Publisher: | SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Release Date: | October of 2010 |
| Language: | English |
| Dimensions: | 157 x 233 x 41 mm |
| Cover: | Softcover |
| Pages: | 720 |
| Format: | Book |
| Collection: | Stochastic Modelling And Applied Probability |
| Categories: |
Books in English
>
Economics, Finance and Accounting
>
Economy
|
| EAN: | 9783642058981 |
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