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Martingale Methods in Financial Modelling Marek Musiela 2nd Corrected ed. 2005. Corr. 4th printing 2008 edition
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Martingale Methods in Financial Modelling
Marek Musiela
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.
660 pages, biography
| メディア | 書籍 Book |
| リリース済み | 2004年11月25日 |
| ISBN13 | 9783540209669 |
| 出版社 | Springer-Verlag Berlin and Heidelberg Gm |
| ページ数 | 638 |
| 寸法 | 167 × 246 × 45 mm · 1,08 kg |
| 言語 | ドイツ語 |
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