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Item Details
| Title:
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MARTINGALE METHODS IN FINANCIAL MODELLING
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| By: |
Marek Musiela, Marek Rutkowski |
| Format: |
Hardback |
| List price:
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£89.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3540209662 |
| ISBN 13: |
9783540209669 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
28 October, 2008 |
| Edition: |
2nd Corrected ed. 2005. Corr. 4th printing 2008 |
| Series: |
Stochastic Modelling and Applied Probability 36 |
| Pages: |
638 |
| Description: |
This thoroughly revised second edition includes a brand new chapter 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. |
| 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 modellingIncludes a new chapter devoted to volatility riskThe theme of stochastic volatility reappears systematically and has been revised fundamentally, presenting a much more detailed analyses of interest-rate models |
| Illustrations: |
XVI, 638 p. |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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