Musiela, Marek, Rutkowski, Marek
2nd ed. 2005. Corr. 3rd printing, 2005, XX, 718 p., Hardcover
ISBN: 978-3-540-20966-9
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
Content Level ? Research
Keywords ? arbitrage - martingales - mathematical finance - options - stochastic volatility - swaps - term structure
Related subjects ? Business, Economics & Finance - Finance & Banking - Probability Theory and Stochastic Processes - Quantitative Finance


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