Martingale methods in financial modelling

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Bibliographic Details
Main Author:	Musiela, Marek 1950-
Other Authors:	Rutkowski, Marek 1952-
Format:	Unknown
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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MARC


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090	0	0	\|a HG6024.A3 \|b M87 2005
100	1	#	\|a Musiela, Marek \|c 1950-
245	1	1	\|a Martingale methods in financial modelling \|c Marek Musiela, Marek Rutkowski
250	#	#	\|a 2nd ed
260	#	#	\|a Berlin \|a New York \|b Springer \|c 2005
300	#	#	\|a xvi, 636 p. \|c 24 cm
490	1	#	\|a Stochastic modelling and applied probability \|v 36 \|x 0172-4568
504	#	#	\|a Includes bibliographical references (p. [583]-629) and index
650	#	0	\|a Options (Finance) \|x Mathematical models
650	#	0	\|a Derivative securities \|x Mathematical models
650	#	0	\|a Interest rates \|x Mathematical models
650	#	0	\|a Finance \|x Mathematical models
650	#	0	\|a Fixed-income securities \|x Mathematical models
700	1	#	\|a Rutkowski, Marek \|c 1952-
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