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About Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability)
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
Detailed Information
| Author: | Marek Musiela, Marek Rutkowski |
|---|---|
| Publication Year: | 2009 |
| ISBN: | 9783540209669 |
| Pages: | 736 |
| Language: | English |
| File Size: | 4.827 |
| Format: | |
| Price: | FREE |
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