Kód: 01651214
Martingale Methods in Financial Modelling
Autor Marek Musiela, Marek Rutkowski
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-Scho ... celý popis
- Jazyk:
Angličtina - Väzba: Brožovaná
- Počet strán: 720
Nakladateľ: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2010
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Viac informácií o knihe Martingale Methods in Financial Modelling
Nákupom získate 299 bodov
Anotácia knihy
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.
Parametre knihy
Zaradenie knihy Books in English Economics, finance, business & management Economics Econometrics
122.69 €
- Celý názov: Martingale Methods in Financial Modelling
- Autor: Marek Musiela, Marek Rutkowski
- Jazyk: Angličtina
- Väzba: Brožovaná
- Počet strán: 720
- EAN: 9783642058981
- ISBN: 3642058981
- ID: 01651214
- Nakladateľ: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Hmotnosť: 1052 g
- Rozmery: 233 × 157 × 41 mm
- Dátum vydania: 19. October 2010
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