Martingale Methods in Financial Modelling is popular PDF and ePub book, written by Marek Musiela in 2013-06-29, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Martingale Methods in Financial Modelling can be Read Online from any device for your convenience.
Martingale Methods in Financial Modelling Book PDF Summary
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 emphasis is on using arbitrage-free models already accepted by the market as well as on building the new ones. Standard calls and puts together with numerous examples of exotic options such as barriers and quantos, for example on stocks, indices, currencies and interest rates are analysed. The importance of choosing a convenient numeraire in price calculations is explained. Mathematical and financial language is used so as to bring mathematicians closer to practical problems of finance and presenting to the industry useful maths tools.
Detail Book of Martingale Methods in Financial Modelling PDF
- Author : Marek Musiela
- Release : 29 June 2013
- Publisher : Springer Science & Business Media
- ISBN : 9783662221327
- Genre : Mathematics
- Total Page : 521 pages
- Language : English
- PDF File Size : 21,6 Mb
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