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Könyv Martingale Methods in Financial Modelling Marek Musiela

Martingale Methods in Financial Modelling

Szerző: Marek Musiela, Marek Rutkowski
Nyelv: Angol
Kötés: Kemény kötésű
Kiadó: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Elérhetőség: Beszállítói készleten
Küldés 10-13 napon belül
46 029 Ft
In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapt...

Információk a könyvről

Szerző
Marek Musiela, Marek Rutkowski
Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
2004
oldal
638
EAN
9783540209669
ISBN
3540209662
Enbook ID
05273712
Kiadó
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Súly
1200
Méretek
167 x 246 x 45

Teljes leírás

In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is 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. The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: the authors' perspective throughout is that the choice of a model should be based on the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling.

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