Martingale Methods in Financial Modelling (Paperback, 2nd ed. 2005)
Marek Musiela, Marek RutkowskiA 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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Product Description
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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Product Details
General
Imprint | Springer-Verlag |
Country of origin | Germany |
Series | Stochastic Modelling and Applied Probability, 36 |
Release date | October 2010 |
Availability | Expected to ship within 10 - 15 working days |
First published | 2005 |
Authors | Marek Musiela, Marek Rutkowski |
Dimensions | 235 x 155 x 41mm (L x W x T) |
Format | Paperback |
Pages | 720 |
Edition | 2nd ed. 2005 |
ISBN-13 | 978-3-642-05898-1 |
Barcode | 9783642058981 |
Categories | |
LSN | 3-642-05898-1 |
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