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Marek Musiela 作者

Springer

译者

2004-11-25 出版日期

636 页数

USD 95.00 价格

Hardcover

Stochastic Modelling and Applied Probability 丛书系列

9783540209669 图书编码

Martingale Methods in Financial Modelling 在线电子书图书标签: quant 金融金融工程数学 finance 金融数学 Modelling 统计学

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Martingale Methods in Financial Modelling 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2025

Martingale Methods in Financial Modelling 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2025

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Martingale Methods in Financial Modelling 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Martingale Methods in Financial Modelling 在线电子书图书描述

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. In the 3rd printing of the 2nd edition, the second Chapter on discrete-time markets has been extensively revised. Proofs of several results are simplified and completely new sections on optimal stopping problems and Dynkin games are added. Applications to the valuation and hedging of American-style and game options are presented in some detail. The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: 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.

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