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Martingale Methods in Financial Modelling
By Musiela Marek
📚твердый переплет
$557.99In stock
Ships to USA: tracked delivery, usually 2-4 weeks after dispatchEurope: 1-2 weeks
ISBN: 9783540209669Publisher: SpringerYear: 2004Pages: 636Tracked delivery
Code: 9783540209669
Martingale Methods in Financial Modelling
Marek Musiela, 2004, Stochastic Modelling and Applied Probability
Overview
This second edition of Martingale Methods in Financial Modelling offers a revised approach to financial modeling. It introduces a new chapter dedicated to volatility risk, expanding beyond the Black-Scholes framework. The book systematically addresses stochastic volatility and provides detailed analyses of various interest-rate models. The authors emphasize basing model choices on the functional reality of financial markets, considering liquid assets and identifying trading risks.
Who it's for
- Readers interested in practical financial modeling techniques.
- Professionals and academics focused on quantitative finance.
- Those seeking to understand volatility risk and interest-rate models.
Key features
- Binding: Hardcover
- Pages: 636
- Publisher: Springer
- Year: 2004
- ISBN: 9783540209669
- Series: Stochastic Modelling and Applied Probability