Marek Musiela – författare
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5 produkter
Handbooks in Mathematical Finance
Option Pricing, Interest Rates and Risk Management
Av E. Jouini, J. Cvitanic m. fl.
Inbunden, 2001
3046 kr
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This 2001 handbook surveys the state of practice, method and understanding in the field of mathematical finance. Every chapter has been written by leading researchers and each starts by briefly surveying the existing results for a given topic, then discusses more recent results and, finally, points …
Martingale Methods in Financial Modelling
Av Marek Musiela, Marek Rutkowski
Inbunden, 2004
1349 kr
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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.In …
Martingale Methods in Financial Modelling
Av Marek Rutkowski, Marek Musiela
E-bok, 2006
1746 kr
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In the 2 nd 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. In …
Martingale Methods in Financial Modelling
Av Marek Musiela, Marek Rutkowski
Häftad, 2010
1316 kr
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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.In …
Martingale Methods in Financial Modelling
E-bok, 2013
1148 kr
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The origin of this book can be traced to courses on financial mathemat ics taught by us at the University of New South Wales in Sydney, Warsaw University of Technology (Politechnika Warszawska) and Institut National Polytechnique de Grenoble. Our initial aim was to write a short text around the …
