Martingale Methods in Financial Modelling

This book PDF is perfect for those who love Mathematics genre, written by Marek Musiela and published by Springer Science & Business Media which was released on 29 June 2013 with total hardcover pages 521. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related Martingale Methods in Financial Modelling books below.

Martingale Methods in Financial Modelling
Martingale Methods in Financial Modelling
Author : Marek Musiela
File Size : 54,6 Mb
Publisher : Springer Science & Business Media
Language : English
Release Date : 29 June 2013
ISBN : 9783662221327
Pages : 521 pages
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Martingale Methods in Financial Modelling by Marek Musiela Book PDF Summary

A comprehensive and self-contained treatment of the theory and practice of option pricing. The role of martingale methods in financial modeling is exposed. The emphasis is on using arbitrage-free models already accepted by the market as well as on building the new ones. Standard calls and puts together with numerous examples of exotic options such as barriers and quantos, for example on stocks, indices, currencies and interest rates are analysed. The importance of choosing a convenient numeraire in price calculations is explained. Mathematical and financial language is used so as to bring mathematicians closer to practical problems of finance and presenting to the industry useful maths tools.

Martingale Methods in Financial Modelling

Martingale Methods in Financial Modelling by Marek Musiela

A comprehensive and self-contained treatment of the theory and practice of option pricing. The role of martingale methods in financial modeling is exposed. The emphasis is on using arbitrage-free models already accepted by the market as well as on building the new ones. Standard calls and puts together with numerous

Get Book
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