Martingale Methods in Financial Modelling (Applications of Mathematics)

by M Musiela (Author), Marek Rutkowski (Author), Antonio Jose Engler (Author)

• Used

  Hardcover
  1998

  $10.19

  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