Martingale Methods in Financial Modelling
Download or Read eBook Martingale Methods in Financial Modelling PDF written by Marek Musiela and published by Springer Science & Business Media. This book was released on 2006-01-20 with total page 721 pages. Available in PDF, EPUB and Kindle.
| Author | : Marek Musiela |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 721 |
| Release | : 2006-01-20 |
| ISBN-10 | : 9783540266532 |
| ISBN-13 | : 3540266534 |
| Rating | : 4/5 (32 Downloads) |
Book Synopsis Martingale Methods in Financial Modelling by : Marek Musiela
Book excerpt: 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
