Diffusions, Markov Processes and Martingales, L. C. G. Rogers

Автор: Musiela Marek
Название: Martingale Methods in Financial Modelling
ISBN: 3540209662 ISBN-13(EAN): 9783540209669
Издательство: Springer
Рейтинг:
Цена: 11738.00 р. 16769.00 -30%
Наличие на складе: Есть (1 шт.)
Описание: 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.

Автор: L. C. G. Rogers
Название: Diffusions, Markov Processes, and Martingales
ISBN: 0521775949 ISBN-13(EAN): 9780521775946
Издательство: Cambridge Academ
Рейтинг:
Цена: 11405.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Now available in paperback, this celebrated book has been prepared with readers` needs in mind, remaining a systematic treatment of the subject whilst retaining its vitality. Together with its companion volume, it helps equip graduate students for research into a subject of great intrinsic interest and wide application.

Автор: Schilling
Название: Measures, Integrals and Martingales
ISBN: 1316620247 ISBN-13(EAN): 9781316620243
Издательство: Cambridge Academ
Рейтинг:
Цена: 7445.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Measure and integration are key topics in many areas of mathematics, including analysis, probability, mathematical physics and finance. This book offers a concise yet elementary introduction in which the theory is quickly and simply developed. Few prerequisites are required, making the text suitable for undergraduate lecture courses or self-study.