Martingale Methods in Financial Modelling: 36 (Stochastic Modelling and Applied Probability, 36) - Image 1

£92.50

Springer Martingale Methods in Financial Modelling: 36 (Stochastic Modelling and Applied Probability, 36)

Name: Martingale Methods in Financial Modelling: 36 (Stochastic Modelling and Applied Probability, 36)
Brand: Springer
Price: 92.5 GBP
Availability: InStock

Econometrics

This is the usual price. Wait for it to drop, or tell us your number.

£93 today · usual range £0–£0 · best ever £84

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 600 days • 600 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 600 days • 5 price ranges

Days at Price

Current Price

Price Analysis

Most common range: £87-90 (265 days, 44.2%)

Price range: £84 - £100

Price levels: 5 price ranges over 600 days

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. 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 sections on optimal stopping problems and Dynkin games are added. Applications to the valuation and hedging of American-style and game options are presented in some detail. The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: the authors' perspective throughout is that the choice of a model should be basedon the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling.

Product Specifications

Brand: Springer
Format: paperback
ASIN: 3642058981
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 19 October 2010
Listed Since: 04 July 2010

Barcode

No barcode data available

Springer Martingale Methods in Financial Modelling: 36 (Stochastic Modelling and Applied Probability, 36)

This is the usual price. Wait for it to drop, or tell us your number.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Martingale Methods in Financial Modelling: 36 (Stochastic Modelling and Applied Probability, 36)

Quantitative Analysis, Derivatives Modeling, and Trading Strategies: In the Presence of Counterparty Credit Risk for the Fixed-Income Market

Introduction to Stochastic Finance with Market Examples (Chapman and Hall/CRC Financial Mathematics Series)

Paul Wilmott on Quantitative Finance 2nd Edition

Quantitative Analysis, Derivatives Modeling, And Trading Strategies: In The Presence Of Counterparty Credit Risk For The Fixed-Income Market

Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

American-Style Derivatives: Valuation and Computation (Chapman and Hall/CRC Financial Mathematics Series)

The Mathematics of Finance: Modeling and Hedging (Pure and Applied Undergraduate Texts)

Stochastic Processes and Financial Mathematics: 1 (Mathematics Study Resources, 1)

Derivatives and Internal Models: Modern Risk Management (Finance and Capital Markets Series)

Problems and Solutions in Mathematical Finance, Volume 2: Equity Derivatives (The Wiley Finance Series)

Monte Carlo Methods in Financial Engineering: 53 (Stochastic Modelling and Applied Probability, 53)

Malliavin Calculus in Finance: Theory and Practice (Chapman and Hall/CRC Financial Mathematics Series)

Options, Futures, and Other Derivatives, Global Edition

Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation

Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

Market Practice in Financial Modelling

Fitting Local Volatility: Analytic And Numerical Approaches In Black-Scholes And Local Variance Gamma Models

Computation and Simulation for Finance: An Introduction with Python (Springer Undergraduate Texts in Mathematics and Technology)

Numerical Methods for Finance (Chapman & Hall/CRC Financial Mathematics)

Undergraduate Introduction To Financial Mathematics, An (fourth Edition): 4th Edition

Market Practice In Financial Modelling

Analytical Finance: Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation: 1

Options, futures et autres actifs dérivés : manuel - 11e édition