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Martingale Methods in Financial Modelling

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Martingale Methods in Financial Modelling Marek Musiela
Libristo kod: 01651214
Nakladnici Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, listopad 2010
2nd edition§This thoroughly revised second edition includes a brand new chapter devoted to volatilit... Cijeli opis
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2nd edition§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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Informacije o knjizi

Puni naziv Martingale Methods in Financial Modelling
Autor Marek Musiela, Marek Rutkowski
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2010
Broj stranica 720
EAN 9783642058981
ISBN 3642058981
Libristo kod 01651214
Nakladnici Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Težina 1052
Dimenzije 157 x 233 x 41

Kategorija

Economics, Finance, Business & Management > Finance & accounting > Finance > Public finance & taxation
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Mathematics & Science > Mathematics > Probability & statistics
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