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Martingale Methods in Financial Modelling
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Martingale Methods in Financial Modelling

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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.
Upplaga
2nd ed. 2005
ISBN
9783642058981
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2010-10-19
Sidor
720