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Martingale Methods In Financial Modelling

by Marek Rutkowski e Marek Musiela
language: english
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, October of 2010 ‧
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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.

Martingale Methods In Financial Modelling

by Marek Rutkowski e Marek Musiela

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