Martingale Methods in Financial Modelling
Marek Musiela, Marek Rutkowski
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
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The book removed at the request of the copyright holder.
