Martingale methods in financial modelling

Codi QR

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...

Descripció completa

Guardat en:

Dades bibliogràfiques
Autor principal:	Musiela, Marek
Format:	Llibre
Idioma:	Undetermined
Publicat:	Berlin New York Springer 2007
Matèries:	Options (Finance),Derivative securities,Tài chính Mathematical models,Mathematical models,Mô hình toán học
Etiquetes:	Afegir etiqueta Sense etiquetes, Sigues el primer a etiquetar aquest registre!

Thư viện lưu trữ:	Trung tâm Học liệu Trường Đại học Cần Thơ

Ítems similars

Derivatives : the theory and practice of financial engineering /
per: Wilmott, Paul.
Publicat: (1998)

Derivatives :
per: Wilmott, Paul
Publicat: (1998)

Quantitative methods in derivatives pricing :
per: Tavella, Domingo
Publicat: (2002)

Advanced option pricing models :
per: Katz, Jeffrey Owen
Publicat: (2005)

Financial modeling
per: Benninga, Simon.
Publicat: (2008)

The mathematics of financial models :
per: Ravindran, Kannoo
Publicat: (2014)

Encyclopedia of financial models
Publicat: (2013)

Interest rate models : theory and practice /
per: Brigo, Damiano, 1966-
Publicat: (2001)

Derivative Security Pricing: Techniques, Methods and Applications
per: Chiarella, Carl, et al.
Publicat: (2015)

Interest rate models :
per: Brigo, Damiano
Publicat: (2001)

Quantitative modeling of derivative securities :
per: Avellaneda, Marco
Publicat: (2000)

Principles of financial economics
per: Leroy, Stephen F
Publicat: (2001)

Options, futures, and exotic derivatives

Analyzing Financial Data and Implementing Financial Models Using R
per: Ang, Clifford
Publicat: (2015)

Financial engineering and computation :
per: Lyuu, Yuh-Dauh
Publicat: (2002)

Empirical techniques in finance
per: Bhar, Ramaprasad.
Publicat: (2005)

Nonlinear time series models in empirical finance
per: Franses, Philip Hans
Publicat: (2000)

Mathematical Methods and Models in Economic Planning, Management and Budgeting
per: Mutanov, Galimkair
Publicat: (2015)

Fixed-income securities : dynamic methods for interest rate risk pricing and hedging /
per: Martellini, Lionel.
Publicat: (2001)

Financial optimization
Publicat: (1993)

Định giá quyền chọn với mô hình độ biến động Heston :
per: Nguyễn, Thị Trúc Phương
Publicat: (2013)

A course in derivative securities :
per: Back, K. (Kerry)
Publicat: (2005)

Mathematical modeling
per: Meerschaert, Mark M.
Publicat: (2007)

Mathematical modeling
per: Meerschaert, Mark M.
Publicat: (2013)

Guide to mathematical modelling
per: Edwards, Dilwyn
Publicat: (2001)

Finance theory and asset pricing
per: Milne, Frank
Publicat: (2003)

A first course in mathematical modeling
per: Giordano, Frank R.
Publicat: (2003)

Essential quantitative methods for business, management and finance
per: Oakshott, Les
Publicat: (2012)

New methods for the arbitrage pricing theory and the present value model /
per: Mei, Jianping.
Publicat: (1994)

Probability, finance and insurance :
Publicat: (2004)

Statistics of Financial Markets: An Introduction
per: Franke, Jürgen, et al.
Publicat: (2015)

Asset pricing :
per: Kellerhals, B. Philipp
Publicat: (2004)

Modelling and quantitative methods in fisheries
per: Haddon, Malcolm
Publicat: (2001)

Risk management and financial derivatives :
Publicat: (1997)

Phương trình vi phân ngẫu nhiên trong định giá quyển chọn :
per: Phan, Thị Ngọc Hà
Publicat: (2013)

Quantitative Risk Management
per: McNeil, Alexander J
Publicat: (2010)

Extreme financial risks :
per: Malevergne, Yannick
Publicat: (2006)

The credit market handbook :
Publicat: (2006)

Option pricing, interest rates and risk management :
Publicat: (2001)

Financial modeling : an introductory guide to Excel and VBA applications in finance
per: Häcker, Joachim A
Publicat: (2017)

Notice: fwrite(): write of 697 bytes failed with errno=28 No space left on device in C:\vufind\module\VuFind\src\VuFind\Session\File.php on line 152
Cannot write session to C:\Windows\TEMP\vufind_sessions/sess_9o9boq3asvg5b00ipto8kbgfgb
Warning: session_write_close(): Failed to write session data using user defined save handler. (session.save_path: \xampp\tmp) in C:\vufind\vendor\laminas\laminas-session\src\SessionManager.php on line 235