Martingale methods in financial modelling

By:

Musiela Marek

Contributor(s):

Rutkowski Marek [Auth.]

Material type: Text

TextLanguage: English Series: Stochastic modelling and applied probability; 36Publication details: Berlin Springer-Verlag 2005Edition: 2ndDescription: xvi,636pISBN:

3-540-20966-2

Subject(s):

DDC classification:

519.287 M987

Summary: In the 2nd edition a brand new chapter is devoted to volatility risk. The theme of stochastic volatility also reappears systematically in the second part of the book. This edition concentrates on the most pertinent and widely accepted modelling approaches

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Books	ISI Library, Kolkata	519.287 M987 (Browse shelf(Opens below))	Available		125897

Total holds: 0

In the 2nd edition a brand new chapter is devoted to volatility risk. The theme of stochastic volatility also reappears systematically in the second part of the book. This edition concentrates on the most pertinent and widely accepted modelling approaches

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