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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Bibliographic Details
Main Author: Musiela, Marek
Format: Book
Language:Undetermined
Published: Berlin New York Springer 2007
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Institutions: Trung tâm Học liệu Trường Đại học Cần Thơ