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Martingale Methods in Financial Modelling

Usually dispatched within 3 - 5 business days.

In Stock (1034)

£ 119.99

Description

This thoroughly revised second edition includes a brand new chapter devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility.

Book Details
EAN:
9783642058981
Binding:
Paperback / softback
Dimensions(mm):
233 x 157 x 41
Publication Date:
2010-10-19
Publication Country:
Germany