Martingale Methods in Financial Modelling
Marek Musiela, Marek Rutkowski
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2010
145,75 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9783642058981
- ISBN-10
- 3642058981
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Year
- 2010
- Publication date
- 2010-10-19
- Pages
- 720
- Dimensions
- 233x157x41
- Weight
- 1052