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...
Salvato in:
| Autore principale: | |
|---|---|
| Natura: | Libro |
| Lingua: | Undetermined |
| Pubblicazione: |
Berlin New York
Springer
2007
|
| Soggetti: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne! !
|
| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
|---|
Lascia un commento!