9783642058981-3642058981-Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability, 36)

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
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Book details

ISBN-13: 9783642058981
ISBN-10: 3642058981
Author: Marek Rutkowski, Marek Musiela
Publication date: 2010
Publisher: Springer
Format: Paperback 740 pages

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.

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