Martingale Methods In Financial Modelling (stochastic Modelling And Applied Probability (36))
by Marek Musiela /
2004 / English / PDF
31.5 MB Download
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
