Martingale methods in financial modelling /

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Bibliographic Details
Main Author: Musiela, Marek
Other Authors: Rutkowski, Marek
Format: Printed Book
Language:English
Published: New York : Springer, 1998
Series:Stochastic modelling and applied probability, 36
Subjects:
Options (Finance) > Mathematical models.
Derivative securities > Mathematical models.
Interest rates > Mathematical models.
Fixed-income securities > Mathematical models.
Finance > Mathematical models.
Financial mathematics.
Description
Physical Description:xii, 518p.
ISSN:0172-4568 ;

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