Martingale Methods in Financial Modelling

by Marek Rutkowski and Marek Musiela

Book Overview

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 354061477X
• ISBN13: 9783540614777
• Release Date: January 1998
• Publisher: Springer
• Length: 530 Pages
• Weight: 2.05 lbs.
• Dimensions: 1.6" x 6.5" x 9.5"