Martingale Methods in Financial Modelling

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It will serve as a basic source of knowledge of the described topics in financial mathematics.

Spot and Futures Markets. Du kanske gillar. Permanent Record Edward Snowden Inbunden. Spara som favorit. Skickas inom vardagar. 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. Passar bra ihop.

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Martingale methods in financial modelling - Ghent University Library

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    Brand new Book. 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 modellingIncludes a new chapter devoted to volatility riskThe theme of stochastic volatility reappears systematically and has been revised fundamentally, presenting a much more detailed analyses of interest-rate models.