Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability Book 36)
Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability Book 36)

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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

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  • Released: November 16, 2020
  • Author: Marek Musiela
  • Rating: 3,6
  • Publisher: Ebook DIgital Agency
  • Total Page: 625 pages
  • File Size: 3670 KB
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