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Martingale Methods in Financial Modelling - Stochastic Modelling and Applied Probability 2nd ed. 2005 edition
Marek Musiela
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Martingale Methods in Financial Modelling - Stochastic Modelling and Applied Probability 2nd ed. 2005 edition
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
| Medie | Bøger Paperback Bog (Bog med blødt omslag og limet ryg) |
| Udgivet | 19. oktober 2010 |
| ISBN13 | 9783642058981 |
| Forlag | Springer-Verlag Berlin and Heidelberg Gm |
| Antal sider | 720 |
| Mål | 157 × 233 × 41 mm · 952 g |
| Sprog | Tysk |
![Cover for Marek Musiela · Martingale Methods in Financial Modelling (Bog) [2nd Corrected ed. 2005. Corr. 4th printing 2008 edition] (2004)](https://imusic.b-cdn.net/images/item/original/669/9783540209669.jpg?marek-musiela-2004-martingale-methods-in-financial-modelling-bog&class=scaled&v=1435072546)