Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability, 36)
ISBN-13:
9783642058981
ISBN-10:
3642058981
Author:
Marek Rutkowski, Marek Musiela
Publication date:
2010
Publisher:
Springer
Format:
Paperback
740 pages
Category:
Econometrics & Statistics
,
Economics
,
Public Finance
,
Finance
,
Statistics
,
Education & Reference
FREE US shipping
Book details
ISBN-13:
9783642058981
ISBN-10:
3642058981
Author:
Marek Rutkowski, Marek Musiela
Publication date:
2010
Publisher:
Springer
Format:
Paperback
740 pages
Category:
Econometrics & Statistics
,
Economics
,
Public Finance
,
Finance
,
Statistics
,
Education & Reference
Summary
Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability, 36) (ISBN-13: 9783642058981 and ISBN-10: 3642058981), written by authors
Marek Rutkowski, Marek Musiela, was published by Springer in 2010.
With an overall rating of 4.4 stars, it's a notable title among other
Econometrics & Statistics
(Economics, Public Finance, Finance, Statistics, Education & Reference) books. You can easily purchase or rent Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability, 36) (Paperback) 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 $1.83.
Description
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.
We would LOVE it if you could help us and other readers by reviewing the book
Book review
Congratulations! We have received your book review.
{user}
{createdAt}
by {truncated_author}