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Martingale Methods in Financial Modelling - Marek Musiela - Bog

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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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540209669
  • Indbinding:
  • Hardback
  • Sideantal:
  • 638
  • Udgivet:
  • 1. Juli 2004
  • Udgave:
  • 2200542008
  • Størrelse:
  • 246x167x45 mm.
  • Vægt:
  • 1200 g.
  • 8-11 hverdage.
  • 18. Oktober 2024

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Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Martingale Methods in Financial Modelling

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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