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Martingale Methods in Financial Modelling
by Marek Rutkowski and Marek Musiela
Edition Description
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...
Edition Details
Format:Paperback
Language:English
ISBN:3642058981
Format: Paperback
Condition:
$
129.99
50 Available
Martingale Methods in Financial Modelling
by Marek Rutkowski and Marek Musiela
Edition Description
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...
Edition Details
Format:Hardcover
Language:English
ISBN:3540209662
Format: Hardcover
Condition:
$
129.99
50 Available
Martingale Methods in Financial Modelling
by Marek Rutkowski and Marek Musiela
Edition Details
Format:Hardcover
Language:English
ISBN:354061477X
Format: Hardcover
Condition:
$
9.29
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