Martingale Methods in Financial Modelling
| Autor: | Marek Musiela, Marek Rutkowski |
|---|---|
| EAN: | 9783540266532 |
| eBook Format: | |
| Sprache: | Englisch |
| Produktart: | eBook |
| Veröffentlichungsdatum: | 20.01.2006 |
| Kategorie: | |
| Schlagworte: | Hedging Stochastic calculus arbitrage martingales mathematical finance modeling options stochastic volatility swaps term structure |
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A new edition of a successful, well-established book that provides the reader with a text focused on practical rather than theoretical aspects of financial modelling
Includes a new chapter devoted to volatility risk
The theme of stochastic volatility reappears systematically and has been revised fundamentally, presenting a much more detailed analyses of interest-rate models
.
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