Martingale Methods in Financial Modelling

• Κύριοι συγγραφείς: Musiela, Marek (Συγγραφέας), Rutkowski, Marek (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2005.
• Έκδοση: 2.
• Σειρά: Stochastic Modelling and Applied Probability, 36
• Θέματα: Finance.; Economics, Mathematical.; Probabilities.; Statistics.; Econometrics.; Public finance.; Economics.; Public Economics.; Quantitative Finance.; Probability Theory and Stochastic Processes.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Finance, general.

This book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. The first part of the text starts with discrete-time models of financial markets, including the Cox-Ross-Rubinstein binomial model. The passage from discrete- to continuous...