Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability, 36)
ISBN-13:
9783540209669
ISBN-10:
3540209662
Edition:
2nd
Author:
Marek Rutkowski, Marek Musiela
Publication date:
2004
Publisher:
Springer
Format:
Hardcover
636 pages
Category:
Econometrics & Statistics
,
Economics
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Book details
ISBN-13:
9783540209669
ISBN-10:
3540209662
Edition:
2nd
Author:
Marek Rutkowski, Marek Musiela
Publication date:
2004
Publisher:
Springer
Format:
Hardcover
636 pages
Category:
Econometrics & Statistics
,
Economics
Summary
Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability, 36) (ISBN-13: 9783540209669 and ISBN-10: 3540209662), written by authors
Marek Rutkowski, Marek Musiela, was published by Springer in 2004.
With an overall rating of 3.8 stars, it's a notable title among other
Econometrics & Statistics
(Economics) books. You can easily purchase or rent Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability, 36) (Hardcover) from BooksRun,
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Econometrics & Statistics
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And, if you're looking to sell your copy, our current buyback offer is $1.44.
Description
A new edition of a successful, well-established book that provides the reader with a text focused on practical rather than theoretical aspects of financial modelling
Includes a new chapter devoted to volatility risk
The theme of stochastic volatility reappears systematically and has been revised fundamentally, presenting a much more detailed analyses of interest-rate models
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