Martingale Methods in Financial Modelling (Paperback) (ISBN-13: 9783642058981)

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.

Author: Marek Musiela, Marek Rutkowski
ISBN-10: 3642058981
ISBN-13: 9783642058981
Publisher: Springer
Language: English
Published: 10/19/2010
Pages: 720
Format: Paperback
Weight: 2.10lbs
Size: 9.20h x 6.10w x 1.70d