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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
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2010. gada 19. oktobris |
| ISBN13 | 9783642058981 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 720 |
| Izmēri | 157 × 233 × 41 mm · 1,05 kg |
| Valoda | Vācu |
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