All ebooks by Marek Rutkowski in PDF and EPUB
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All ebooks by Marek Rutkowski in PDF and EPUB


2  Book(s)
Download this eBook Inspired by Finance
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Inspired by Finance


Yuri Kabanov , Marek Rutkowski , Thaleia Zariphopoulou


The present volume is dedicated to Marek Musiela, an eminent scholar and practitioner who is perhaps best-known for his important contributions to problems of derivative pricing, theory of term structure of interest rates, theory of defaultable securities and other...

Publication date: 2013-10-23
Format: ePub
Publisher: Springer
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£89,50
Download this eBook Martingale Methods in Financial Modelling
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Martingale Methods in Financial Modelling


Marek Musiela , Marek Rutkowski


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...

Publication date: 2006-01-20
Format: PDF
Publisher: Springer
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£109,50

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