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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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106,80€
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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.
DETAILS
| 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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