Martingale Methods in Financial Modelling

by 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

Genres: Finance, Mathematics

740 pages, Hardcover

First published January 1, 2002