9783540209669-3540209662-Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability, 36)

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
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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

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, along with many other new and used Econometrics & Statistics books and textbooks. 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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