Martingale methods in financial modelling
By: Marek Musiela, Marek Rutkowski.
Contributors: Rutkowski, Marek, 1952-
Series: Applications of mathematics,; 36
Publisher: Springer
Published: 1997
Place of publication: Berlin; New York
Language: eng
Number of pages: 512
Subjects: Options (Finance) -- Mathematical models.; Derivative securities -- Mathematical models.; Interest rates -- Mathematical models.; Fixed-income securities -- Mathematical models.; Finance -- Mathematical models.
Notes: Includes bibliographical references (p. [471]-506) and index.