Code: 01651214
Martingale Methods in Financial Modelling
by 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 ... more
- Language:
English - Binding: Paperback
- Number of pages: 720
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2010
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122.54 €
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Book synopsis
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.
Book details
Book category Books in English Economics, finance, business & management Economics Econometrics
122.54 €
- Full title: Martingale Methods in Financial Modelling
- Author: Marek Musiela, Marek Rutkowski
- Language: English
- Binding: Paperback
- Number of pages: 720
- EAN: 9783642058981
- ISBN: 3642058981
- ID: 01651214
- Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Weight: 1052 g
- Dimensions: 233 × 157 × 41 mm
- Date of publishing: 19. October 2010
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