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...

Cur síos iomlán

Đã lưu trong:
Sonraí Bibleagrafaíochta
Príomhúdar: Musiela, Marek
Formáid: Leabhar
Teanga:Undetermined
Foilsithe: Berlin New York Springer 2007
Ábhair:
Clibeanna: Cuir Clib Leis
Gan Chlibeanna, Bí ar an gcéad duine leis an taifead seo a chlibeáil!
Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ