2008, ISBN: 9783540209669

[ED: Hardcover], [PU: Springer / Springer Berlin Heidelberg / Springer, Berlin], In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is … Mehr…

[ED: Hardcover], [PU: Springer / Springer Berlin Heidelberg / Springer, Berlin], 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 also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: 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. 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 2nd ed. 2008. xx, 720 S. XX, 720 p. 235 mm Versandfertig in 6-10 Tagen, DE, [SC: 0.00], Neuware, gewerbliches Angebot, Offene Rechnung (Vorkasse vorbehalten)<

2008, ISBN: 9783540209669

*Martingale Methods in Financial Modelling* - 2nd Corrected ed. 2005. Corr. 4th printing 2008 / gebundene Ausgabe für 117.49 € / Aus dem Bereich: Bücher, Wissenschaft, Mathematik Medien >… Mehr…

*Martingale Methods in Financial Modelling* - 2nd Corrected ed. 2005. Corr. 4th printing 2008 / gebundene Ausgabe für 117.49 € / Aus dem Bereich: Bücher, Wissenschaft, Mathematik Medien > Bücher nein Buch (gebunden) Hardcover;Naturwissenschaften, Medizin, Informatik, Technik;Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik, Springer Berlin Heidelberg<

2008, ISBN: 9783540209669

Buch, Hardcover, 2nd Corrected ed. 2005. Corr. 4th printing 2008, [PU: Springer Berlin], Springer Berlin, 2008