Titlebook: Martingale Methods in Financial Modelling; Marek Musiela,Marek Rutkowski Book 19971st edition Springer-Verlag Berlin Heidelberg 1997 Arbit

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https://doi.org/10.1007/978-3-662-22132-7Arbitrage; Black-Scholes; Finance; Martingal; Martingale; Stochastic calculus; derivatives; financial model

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Marek Musiela,Marek RutkowskiHas sold over 8000 copies since release in 1997.Bridges the mathematical theory and industry practice of option pricing at the ideal level for both audiences.Brand new chapter on volatility risk

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Stochastic Modelling and Applied Probabilityhttp://image.papertrans.cn/m/image/624897.jpg

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Springer-Verlag Berlin Heidelberg 1997

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Martingale Methods in Financial Modelling978-3-662-22132-7Series ISSN 0172-4568 Series E-ISSN 2197-439X

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An Introduction to Financial Derivatives institutions and their clients. For a detailed account of the fundamental features of . (i.e., .) and . financial markets the reader is referred, for instance, to Cox and Rubinstein (1985), Ritchken (1987), Chance (1989), Duffie (1989), Merrick (1990), Kolb (1991), Dubofsky (1992), Edwards and Ma (

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