by Marek Musiela, Marek Rutkowski, “Martingale Methods in Financial Modelling” 
2004 | pages: 646 | ISBN: 3540209662 | DJVU | 3,1 mb


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.


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