Martingale methods in financial modelling
In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is 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. The...
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| Format: | Llibre |
| Idioma: | Undetermined |
| Publicat: |
Berlin New York
Springer
2007
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
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