Martingale Methods in Financial Modelling (книга)
Martingale Methods in Financial Modelling | |
Автор: | Marek Musiela |
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Оригинал издан: | 2004 |
«Martingale Methods in Financial Modelling» — книга 2004 года.
Содержание |
Содержание 
От издателя 
«Book DescriptionIn 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…»