Martingale Methods in Financial Modelling - Marek Musiela - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540209669 - November 25, 2004
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Martingale Methods in Financial Modelling 2nd Corrected ed. 2005. Corr. 4th printing 2008 edition

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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.


660 pages, biography

Media Books     Book
Released November 25, 2004
ISBN13 9783540209669
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 638
Dimensions 167 × 246 × 45 mm   ·   1.08 kg
Language German  

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