Martingale Methods in Financial Modelling - Stochastic Modelling and Applied Probability - Marek Musiela - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642058981 - October 19, 2010
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Marek Musiela
Martingale Methods in Financial Modelling - Stochastic Modelling and Applied Probability 2nd ed. 2005 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.

654 pages, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released October 19, 2010
ISBN13 9783642058981
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 720
Dimensions 157 × 233 × 41 mm   ·   1.05 kg
Language German  

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