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    MARTINGALE METHODS IN FINANCIAL MODELLING
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    628508

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    Sinopse

    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.
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    Especificações

    ISBN9783540209669
    Pré vendaNão
    Peso710g
    Livro disponível - pronta entregaNão
    Tipo itemLivro Importado
    Número de páginas636
    Número da edição2ª EDIÇÃO - 2004
    Código Interno628508
    Código de barras9783540209669
    AcabamentoHARDCOVER
    AutorMUSIELA, MAREK | RUTKOWSKI, MAREK
    EditoraSPRINGER VERLAG
    Sob encomendaSim

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