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:
Online Access:Click Here to View Status and Holdings.
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MARC

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300 # # |a xvi, 636 p.  |c 24 cm 
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504 # # |a Includes bibliographical references (p. [583]-629) and index 
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650 # 0 |a Interest rates  |x Mathematical models 
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