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Martingale Methods in Financial Modelling (Paperback, 2nd ed. 2005) Loot Price: R3,398
Discovery Miles 33 980
Repayment Terms: R318 pm x 12*
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Martingale Methods in Financial Modelling (Paperback, 2nd ed. 2005): Marek Musiela, Marek Rutkowski

Martingale Methods in Financial Modelling (Paperback, 2nd ed. 2005)

Marek Musiela, Marek Rutkowski

Series: Stochastic Modelling and Applied Probability, 36

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Loot Price R3,398 Discovery Miles 33 980 | Repayment Terms: R318 pm x 12*

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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

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Stochastic Modelling and Applied Probability, 36
Release date: October 2010
First published: 2005
Authors: Marek Musiela • Marek Rutkowski
Dimensions: 235 x 155 x 41mm (L x W x T)
Format: Paperback
Pages: 720
Edition: 2nd ed. 2005
ISBN-13: 978-3-642-05898-1
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Applied mathematics > General
LSN: 3-642-05898-1
Barcode: 9783642058981

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