Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability)


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Contents: An Introduction to Financial Derivatives. From the reviews: " a? This book is an impressive work of scholarship in mathematical finance in the area of option pricing. The presence of many explicit formulae, for various types of derivatives, will make this book attractive to practitioners; and its breadth of content will make is useful for anyone who considers research in mathematical finance.

On the whole, this book presents a very wide range of topics and will appeal to both practitioners and mathematicians. The book contains a wealth of material expressed in a clear mathematical way. A definite bonus is the very extensive list of references which gives the reader a most welcome basis from which to explore further the realm of mathematical finance.

The book can be used ideally both as an introductory and as an advanced text on mathematical finance. This book is a comprehensive and up-to-date presentation of the martingale approach for pricing and hedging derivative securities. When only special cases or models are provided, the authors give useful references that will help researchers to obtain even more insight in the topics. In summary, the book gives a very broad insight into advanced modern financial mathematics, in particular fixed income models. It will serve as a basic source of knowledge of the described topics in financial mathematics.

The presence of many explicit formulae, for various types of derivatives, will make this book attractive to practitioners; and its breadth of content will make it useful for anyone who considers research in mathematical finance.

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Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability) Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability)
Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability) Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability)
Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability) Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability)
Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability) Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability)
Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability) Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability)
Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability) Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability)
Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability) Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability)
Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability) Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability)

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