Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability)
Marek Musiela, Marek Rutkowski
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
种类:
年:
2009
出版:
2nd
出版社:
Springer
语言:
english
页:
736
ISBN 10:
3540209662
ISBN 13:
9783540209669
系列:
Stochastic Modelling and Applied Probability 36
文件:
PDF, 4.83 MB
IPFS:
,
english, 2009
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