Martingale Methods in Financial Modelling by Marek Musiela, Marek Rutkowski

636 pages missing pub info (editions)

nonfiction business mathematics medium-paced
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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 B...

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