Martingale methods in financial modelling

Martingale methods in financial modelling

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Bibliographic Details
Main Author: Musiela, Marek 1950-
Other Authors: Rutkowski, Marek 1952-
Format: Book
Published: Berlin New York Springer 2005
Edition:2nd ed
Series:Stochastic modelling and applied probability 36
Subjects:
Options (Finance) > Mathematical models
Derivative securities > Mathematical models
Interest rates > Mathematical models
Finance > Mathematical models
Fixed-income securities > Mathematical models
Online Access:Click Here to View Status and Holdings.
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Description
Physical Description:xvi, 636 p. 24 cm
Bibliography:Includes bibliographical references (p. [583]-629) and index
ISBN:3540209662
ISSN:0172-4568

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