Option pricing, interest rates and risk management
By: edited by E. Jouini, J. Cvitanić, Marek Musiela
Contributors: Jouini, E. 1965-; Cvitanić, J. 1962-; Musiela, Marek, 1950-
Series: Handbooks in mathematical finance
Publisher: Cambridge University Press
Published: 2001
Place of publication: Cambridge; New York
Language: eng
Number of pages: 669
Subjects: Derivative securities -- Prices -- Mathematical models; Interest rates -- Mathematical models; Risk management; Securities -- Mathematical models
Notes: Includes bibliographical references