Martingale Methods in Financial Modelling

Martingale Methods in Financial Modelling

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....
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Produktinformasjon

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.

Spesifikasjon

Produkt
ProduktnavnMartingale Methods in Financial Modelling
MerkeOther Brand
book typMatematikk og naturfag

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