Título: Martingale Methods In Financial Modelling (Vol. 36) | ||
Autor: Glasserman, Paul | Precio: $1520.00 | |
Editorial: Springer-Verlag Berlin Heidelberg | Año: 2005 | |
Tema: Matematicas, Finanzas | Edición: 2ª | |
Sinopsis | ISBN: 9783540209669 | |
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 |