Martingale Methods in Financial Modelling, 2nd Edition

Title: Martingale Methods in Financial Modelling, 2nd Edition Category: Finance Clicks: 5 Listing added: Jan 14, 2009 PageRank: 0/10

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.

Description:	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.
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