Martingale Methods in Financial Modelling, Hardback



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


  • Format: Hardback
  • Pages: 654 pages, biography
  • Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
  • Publication Date:
  • Category: Econometrics
  • ISBN: 9783540209669



Free delivery within the UK
Standard Delivery
Within the UK

Also by Marek Musiela



Available with free
standard delivery



Available for
immediate download

Also in the Stochastic Modelling and Applied Probability series   |  View all