Martingale Methods in Financial Modelling

Name: Martingale Methods in Financial Modelling
Author: Marek Musiela

Specificaties

Gebonden, 638 blz. | Engels

Springer Berlin Heidelberg | 2e druk, 2008

ISBN13: 9783540209669

Rubricering

Springer Berlin Heidelberg 2e druk, 2008 9783540209669

Onderdeel van serie Stochastic Modelling and Applied Probability

132,99

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Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

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

Specificaties

ISBN13:9783540209669

Taal:Engels

Bindwijze:gebonden

Aantal pagina's:638

Uitgever:Springer Berlin Heidelberg

Druk:2

Hoofdrubriek:Economie

Serie:Stochastic Modelling and Applied Probability

Inhoudsopgave

Spot and Futures Markets.- An Introduction to Financial Derivatives.- Discrete-time Security Markets.- Benchmark Models in Continuous Time.- Foreign Market Derivatives.- American Options.- Exotic Options.- Volatility Risk.- Continuous-time Security Markets.- Fixed-income Markets.- Interest Rates and Related Contracts.- Short-Term Rate Models.- Models of Instantaneous Forward Rates.- Market LIBOR Models.- Alternative Market Models.- Cross-currency Derivatives.