Martingale Methods in Financial Modelling by Marek Musiela
English | PDF | 2005 | 721 Pages | ISBN : 3540209662 | 6.8 MB
This book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. The first part of the text starts with discrete-time models of financial markets, including the Cox-Ross-Rubinstein binomial model.