Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability)

✍ Scribed by Marek Musiela, Marek Rutkowski

Publisher: Springer
Year: 2009
Tongue: English
Leaves: 736
Series: Stochastic Modelling and Applied Probability 36
Edition: 2nd
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

A new edition of a successful, well-established book that provides the reader with a text focused on practical rather than theoretical aspects of financial modelling Includes a new chapter devoted to volatility risk The theme of stochastic volatility reappears systematically and has been revised fundamentally, presenting a much more detailed analyses of interest-rate models

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