TY  - BOOK
AU  - Musiela Marek
AU  - Rutkowski Marek
TI  - Martingale methods in financial modelling
SN  - 3-540-20966-2
U1  - 519.287 
PY  - 2005///
CY  - Berlin
PB  - Springer-Verlag
KW  - Applied statistics
KW  - Financial modelling
KW  - Martingale methods
N2  - 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
ER  -