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
FREE US shipping
on ALL non-marketplace orders
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,
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 $2.5.
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
We would LOVE it if you could help us and other readers by reviewing the book
{user}
{createdAt}
{truncated_title}
{author_block}
by {truncated_author}
