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Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability) 4.0%OFF

Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability)

by Marek Musiela and Marek Rutkowski

  • ISBN

    :  

    9783540209669

  • Publisher

    :  

    Springer

  • Subject

    :  

    Finance & Accounting, Mathematics

  • Binding

    :  

    HARDCOVER

  • Pages

    :  

    636

  • Year

    :  

    2011

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10235.0

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₹

9825.0

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  • 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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