Recomienda este artículo a tus amigos:
Martingale Methods in Financial Modelling - Stochastic Modelling and Applied Probability Marek Musiela 2nd ed. 2005 edition
Martingale Methods in Financial Modelling - Stochastic Modelling and Applied Probability
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.
654 pages, biography
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 19 de octubre de 2010 |
| ISBN13 | 9783642058981 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 720 |
| Dimensiones | 157 × 233 × 41 mm · 1,05 kg |
| Lengua | Alemán |