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Martingale Methods in Financial Modelling
Language
English
English
Book
Paperback
2nd edition§This thoroughly revised second edition includes a brand new chapter devoted to volatilit...
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Libristo code: 01651214
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315 b
315 b
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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
English
Binding
Book - Paperback
Date of issue
2010
Number of pages
720
EAN
9783642058981
ISBN
3642058981
Libristo code
01651214
Weight
1052
Dimensions
157 x 233 x 41
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