Povej prijatelju o tem izdelku:
Martingale Methods in Financial Modelling Marek Musiela 2nd Corrected ed. 2005. Corr. 4th printing 2008 edition
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
| Medij | Knjige Book |
| Izdano | 25. novembra 2004 |
| ISBN13 | 9783540209669 |
| Založniki | Springer-Verlag Berlin and Heidelberg Gm |
| Strani | 638 |
| Dimenzije | 167 × 246 × 45 mm · 1,08 kg |
| Jezik | Nemščina |