Martingale Methods in Financial Modelling cheap ebook
Par mize john le jeudi, décembre 27 2012, 08:36 - Lien permanent
Martingale Methods in Financial Modelling by Marek Musiela, Marek Rutkowski
Download Martingale Methods in Financial Modelling
Martingale Methods in Financial Modelling Marek Musiela, Marek Rutkowski
Language: English
Page: 327
Format: pdf
ISBN: 3642058981, 9783642058981
Publisher: Springer
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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