Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability) - Hardcover
Synopsis
This comprehensive and self-contained treatment of the theory and practice of option pricing describes the role of martingale methods in financial modelling. The emphasis is on using arbitrage-free models already accepted by the market as well as on building new ones but in a way that makes them consistent with the finance industry's derivatives pricing practice. Standard calls and puts, together with numerous examples of exotic options such as barriers and quantos, for example on stocks, indices, currencies and interest rates, are analysed. The importance of choosing a convenient numeraire in price calculations is explained. Mathematical and financial language is used so as to bring mathematicians closer to practical problems of finance and to present to the industry useful mathematical tools.
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Martingale Methods in Financial Modelling
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Martingale Methods in Financial Modelling: v.36 (Applications of Mathematics)
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Martingale Methods in Financial Modelling: v.36 (Applications of Mathematics)
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Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1998
ISBN 10: 354061477X
ISBN 13: 9783540614777
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Martingale Methods in Financial Modelling: v.36 (Applications of Mathematics)
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Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1998
ISBN 10: 354061477X
ISBN 13: 9783540614777
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Martingale methods in financial modelling Marek Musiela, Marek Rutkowski. Applications of mathematics 36; Applications of Mathematics 36.
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Berlin, Springer [1997]., 1997
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Martingale methods in financial modelling. Applications of mathematics; 36.
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Hardcover. Ex-library in GOOD condition with library-signature and stamp(s). Some traces of use. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. C-00716 9783540614777 Sprache: Englisch Gewicht in Gramm: 1050. Seller Inventory # 2483242
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Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability)
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Martingale methods in financial modelling
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New York [u.a.] : Springer, 1998
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Martingale Methods in Financial Modelling
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