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Martingale Methods in Financial Modelling
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Martingale Methods in Financial Modelling

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.
Opplag
2nd ed. 2005
ISBN
9783642058981
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
19.10.2010
Antall sider
720