Stochastic Modelling and Applied Probability
1 primary work
Book 36
Martingale Methods in Financial Modelling
by Marek Musiela and Marek Rutkowski
Published 25 November 2004
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