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Martingale methods in financial modelling

By: Contributor(s): Material type: TextTextLanguage: English Series: Stochastic modelling and applied probability; 36Publication details: Berlin Springer-Verlag 2005Edition: 2ndDescription: xvi,636pISBN:
  • 3-540-20966-2
Subject(s): DDC classification:
  • 519.287 M987
Summary: In the 2nd edition a brand new chapter is devoted to volatility risk. The theme of stochastic volatility also reappears systematically in the second part of the book. This edition concentrates on the most pertinent and widely accepted modelling approaches
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In the 2nd edition a brand new chapter is devoted to volatility risk. The theme of stochastic volatility also reappears systematically in the second part of the book. This edition concentrates on the most pertinent and widely accepted modelling approaches

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