Martingale methods in financial modelling /

other_versions_link
Bibliografiske detaljer
Hovedforfatter: Musiela, Marek
Andre forfattere: Rutkowski, Marek
Format: Printed Book
Sprog:English
Udgivet: New York : Springer, 1998
Serier:Stochastic modelling and applied probability, 36
Fag:
Options (Finance) > Mathematical models.
Derivative securities > Mathematical models.
Interest rates > Mathematical models.
Fixed-income securities > Mathematical models.
Finance > Mathematical models.
Financial mathematics.
Beskrivelse
Fysisk beskrivelse:xii, 518p.
ISSN:0172-4568 ;

Lignende værker