9783540800880: Martingale Methods in Financial Modelling
Softcover
ISBN 10: 3540800883 ISBN 13: 9783540800880
Publisher: Springer, 2009

This specific ISBN edition is currently not available.

Synopsis

Spot and Futures Markets.- An Introduction to Financial Derivatives.- Discrete-time Security Markets.- Benchmark Models in Continuous Time.- Foreign Market Derivatives.- American Options.- Exotic Options.- Volatility Risk.- Continuous-time Security Markets.- Fixed-income Markets.- Interest Rates and Related Contracts.- Short-Term Rate Models.- Models of Instantaneous Forward Rates.- Market LIBOR Models.- Alternative Market Models.- Cross-currency Derivatives.

"synopsis" may belong to another edition of this title.

Publisher
Springer
Publication date
2009
Language
English
ISBN 10 
3540800883
ISBN 13 
9783540800880
Binding
Paperback
Number of pages
740

Other Popular Editions of the Same Title

9783540209669: Martingale Methods in Financial Modelling: 36 (Stochastic Modelling and Applied Probability, 36)

Featured Edition

ISBN 10:  3540209662 ISBN 13:  9783540209669
Publisher: Springer, 2007
Hardcover