num_pages: 636
description: A new edition of a successful, well-established book that provides the reader with a text focused on practical rather than theoretical aspects of financial modelling Includes a new chapter devoted to volatility risk The theme of stochastic volatility reappears systematically and has been revised fundamentally, presenting a much more detailed analyses of interest-rate models
language: English
title: Martingale Methods in Financial Modelling
titlecomplete: Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability, 36)
genres: Finance, Mathematics
ratings_count: 10
publisher: Springer