Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability)

by Marek Rutkowski (Author), Marek Musiela (Author)

• New

  Hardcover
  2007

  $152.92

  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