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...
Zapisane w:
| 1. autor: | |
|---|---|
| Format: | Książka |
| Język: | Undetermined |
| Wydane: |
Berlin New York
Springer
2007
|
| Hasła przedmiotowe: | |
| Etykiety: |
Dodaj etykietę
Nie ma etykietki, Dołącz pierwszą etykiete!
|
| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
|---|
Napisz pierwszy komentarz!