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Home > Financial Information Sources > Financial Modeling > Martingale Methods in Financial Modelling

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Martingale Methods in Financial Modelling

Marek Musiela, Marek Rutkowski
2nd Edition
Stochastic Modelling and Applied Probability Series
Berlin: Springer, 2007
680pp, ISBN: 978-3-540-20966-9
www.springer.com

This detailed analysis of martingales in pricing and hedging derivative securities takes a practical approach to financial modeling, focusing on the most common techniques available. It presents the latest term structure research, and provides a through overview of advanced modern financial mathematics, particularly fixed income models and stochastic volatility.

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Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability)

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Price: $84.84

Product Description

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

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