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Martingale Methods in Financial Modelling - Stochastic Modelling and Applied Probability Marek Musiela 2nd ed. 2005 edition
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Martingale Methods in Financial Modelling - Stochastic Modelling and Applied Probability
Marek Musiela
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.
654 pages, biography
| Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
| Lançado | 19 de outubro de 2010 |
| ISBN13 | 9783642058981 |
| Editoras | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 720 |
| Dimensões | 157 × 233 × 41 mm · 1,05 kg |
| Idioma | Alemão |
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