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

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

    Description

    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

    Product details

    EAN/ISBN:
    9783540209669
    Edition:
    2
    Medium:
    Bound edition
    Number of pages:
    638
    Publication date:
    2005-01-01
    Publisher:
    Springer
    Languages:
    english
    EAN/ISBN:
    9783540209669
    Edition:
    2
    Medium:
    Bound edition
    Number of pages:
    638
    Publication date:
    2005-01-01
    Publisher:
    Springer
    Languages:
    english

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