Martingale Methods in Financial Modelling
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 modelsFirst. Edition. The origin of this book can be traced to courses on financial mathematics taught by us at the University ... diverse disciplinary backgrounds ( mathematics, physics, computer science, engineering, economics and commerce ). ... Later, it develops into a text which requires some familiarity with concepts of stochastic calculus (the basic relevant notions and results are collected in the appendix).
| Title | : | Martingale Methods in Financial Modelling |
| Author | : | Marek Musiela, Marek Rutkowski |
| Publisher | : | Springer Science & Business Media - 2006-01-21 |
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