||20 of 20 people found the following review helpful.| At the Forefront of Modern Mathematical Finance|By Paul Thurston|This advanced text provides an excellent account of the current state-of-the art of options pricing/hedging models and interest rate term structure models. The book is accessible to both advanced practitioners of mathematical finance as well as to pure researchers in the field.
The book is in written|||From the reviews: | |" …This book is an impressive work of scholarship in mathematical finance in the area of option pricing. …contains the latest results and references. …The presence of many explicit formulae, for various types of der
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 the 3rd printing of the 2nd edition, the second Chapter on discrete-time markets has been extensively revised. Proofs of several results are simplified and completely new sect...
[PDF.ss98] Leman Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability) Rating: 4.84 (707 Votes)
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You can specify the type of files you want, for your gadget.Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability) | Marek Musiela. A good, fresh read, highly recommended.
