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The Resource Martingale methods in financial modelling

Martingale methods in financial modelling

Label
Martingale methods in financial modelling
Title
Martingale methods in financial modelling
Creator
Subject
Language
eng
Summary
This book provides a comprehensive treatment of the main topics in the theory of option pricing. Part I deals with spots and futures markets. After an introduction to financial derivatives it discusses discrete-time security markets, benchmark models in continuous time, foreign market derivatives, American options, exotic options, volatility risk, and continuous-time security markets. Part II deals with fixed-income markets. It discusses interest rates and related contracts, short-term rate models, models of instantaneous forward rates, alternative market models, and cross-currency derivatives
http://library.link/vocab/creatorName
  • Musiela, M
  • Rutkowski, M
Geographic coverage
International
Index
no index present
Language note
English
Literary form
non fiction
Series statement
Stochastic modelling and applied probability
Series volume
no. 36
http://library.link/vocab/subjectName
  • derivative financial instrument
  • securities
  • option
  • fixed income
Label
Martingale methods in financial modelling
Instantiates
Publication
Edition
2nd ed.
Extent
XVI, 636 p.
Isbn
9783540209669
Issn
0172-4568
Label
Martingale methods in financial modelling
Publication
Edition
2nd ed.
Extent
XVI, 636 p.
Isbn
9783540209669
Issn
0172-4568

Library Locations

    • IBFD Library AmsterdamBorrow it
      Rietlandpark 301, Amsterdam, 1019 DW, NL
      52.3736660 4.9336932
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