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Скачать Martingale Methods in Financial Modelling, 2nd Edition бесплатно

25 апреля 2009 | Автор: Admin | Рубрика: Научная литература » Экономика | Комментариев: 0

Martingale Methods in Financial Modelling
Springer | 2008-11-01 | ISBN: 3540209662 | 636 pages | DjVu | 5,6 MB

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.

Enjoy this great book! Brought to you by SMIRK

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