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Martingale Methods In Financial Modelling
idioma: inglês
Editor:
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, outubro de 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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9783642058981 |
| Editor: | SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Data de Lançamento: | outubro de 2010 |
| Idioma: | Inglês |
| Dimensões: | 157 x 233 x 41 mm |
| Encadernação: | Capa mole |
| Páginas: | 720 |
| Tipo de produto: | Livro |
| Coleção: | Stochastic Modelling And Applied Probability |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Economia
|
| EAN: | 9783642058981 |
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