Martingale methods in financial modelling

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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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Bibliografske podrobnosti
Glavni avtor:	Musiela, Marek
Format:	Knjiga
Jezik:	Undetermined
Izdano:	Berlin New York Springer 2007
Teme:	Options (Finance),Derivative securities,Tài chính Mathematical models,Mathematical models,Mô hình toán học
Oznake:	Označite Brez oznak, prvi označite!

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

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