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Martingale Methods in Financial Modelling
Language: en
Pages: 721
Authors: Marek Musiela
Categories: Mathematics
Type: BOOK - Published: 2006-01-20 - Publisher: Springer Science & Business Media

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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 mode
Martingale Methods in Financial Modelling
Language: en
Pages: 521
Authors: Marek Musiela
Categories: Mathematics
Type: BOOK - Published: 2013-06-29 - Publisher: Springer Science & Business Media

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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
Stochastic Modeling in Economics and Finance
Language: en
Pages: 394
Authors: Jitka Dupacova
Categories: Mathematics
Type: BOOK - Published: 2005-12-30 - Publisher: Springer Science & Business Media

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In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented. The method of presentation is simple enough to b
Martingale Methods in Contingent Claim Pricing & Asymmetric Financial Markets
Language: da
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Financial Modeling Under Non-Gaussian Distributions
Language: en
Pages: 541
Authors: Eric Jondeau
Categories: Mathematics
Type: BOOK - Published: 2007-04-05 - Publisher: Springer Science & Business Media

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This book examines non-Gaussian distributions. It addresses the causes and consequences of non-normality and time dependency in both asset returns and option pr