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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:
  • 9783642058981
  • Indbinding:
  • Paperback
  • Sideantal:
  • 720
  • Udgivet:
  • 19. Oktober 2010
  • Udgave:
  • 22005
  • Størrelse:
  • 157x233x41 mm.
  • Vægt:
  • 1052 g.
  • 8-11 hverdage.
  • 17. Oktober 2024
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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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