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Martingale Methods in Financial Modelling Marek Musiela 2nd Corrected ed. 2005. Corr. 4th printing 2008 edition
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Martingale Methods in Financial Modelling
Marek Musiela
This thoroughly revised second edition includes a brand new chapter 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 constant volatility.
660 pages, biography
| Media | Books Book |
| Released | November 25, 2004 |
| ISBN13 | 9783540209669 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 638 |
| Dimensions | 167 × 246 × 45 mm · 1.08 kg |
| Language | German |
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