Martingale Methods In Financial Modelling

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Martingale Methods in Financial Modelling

Martingale Methods in Financial Modelling
Author :
Publisher : Springer Science & Business Media
Total Pages : 721
Release :
ISBN-10 : 9783540266532
ISBN-13 : 3540266534
Rating : 4/5 (534 Downloads)
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Book Synopsis Martingale Methods in Financial Modelling by : Marek Musiela

Download or read book Martingale Methods in Financial Modelling written by Marek Musiela and published by Springer Science & Business Media. This book was released on 2006-01-20 with total page 721 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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


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