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Martingale Methods in Financial Modellingby M. Musiela; M. Rutkowski

✍ Scribed by Review by: T. Chan

Book ID
125608290
Publisher
The Faculty of Actuaries and Institute of Actuaries
Year
1998
Tongue
English
Weight
262 KB
Volume
4
Category
Article
ISSN
1357-3217

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πŸ“œ SIMILAR VOLUMES

Martingale Methods in Financial Modeling
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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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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 Fun