Autor: Marek Musiela

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2 Ebooks von Marek Musiela

Marek Musiela & Marek Rutkowski: Martingale Methods in Financial Modelling
In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation …
PDF
Englisch
€117.69
Marek Musiela: Martingale Methods in Financial Modelling
The origin of this book can be traced to courses on financial mathemat- ics taught by us at the University of New South Wales in Sydney, Warsaw University of Technology (Politechnika Warszawska) and …
PDF
Englisch
DRM
€91.81