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Download Martingale Methods in Financial Modelling by Marek Musiela, Marek Rutkowski in PDF format completely FREE. No registration required, no payment needed. Get instant access to this valuable resource on PDFdrive.to!
About 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 of exotic options are no longer limited to the Black-Scholes framework with constant volatility. The theme of stochastic volatility reappears systematically in Part II, that has been revised fundamentally, presenting much more detailed analyses of interest-rate models: the authors' perspective throughout is that the choice of a model should be based on the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling.
Detailed Information
| Author: | Marek Musiela, Marek Rutkowski |
|---|---|
| Publication Year: | 2004 |
| ISBN: | 3540209662 |
| Pages: | 327 |
| Language: | English |
| File Size: | 31.457 |
| Format: | |
| Price: | FREE |
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