Martingale Methods in Financial Modelling

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

Publication Year: 2005
Imprint: Springer Berlin Heidelberg
Format: H
Weight (Gram): 1268