Ebooks de Marek Rutkowski en PDF et EPUB

2 Livre(s)
Télécharger le livre : Inspired by Finance
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Inspired by Finance
Yuri Kabanov , Marek Rutkowski , Thaleia Zariphopoulou
The present volume is dedicated to Marek Musiela, an eminent scholar and practitioner who is perhaps best-known for his important contributions to problems of derivative pricing, theory of term structure of interest rates, theory of defaultable securities and other...

Editeur : Springer
Parution : 2013-10-23

ePub

95,39 €
Télécharger le livre : Martingale Methods in Financial Modelling
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Martingale Methods in Financial Modelling
Marek Musiela , Marek Rutkowski
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...

Editeur : Springer
Parution : 2006-01-20
Collection : Stochastic Modelling and Applied Probability
PDF

116,59 €