Martingale Methods in Financial Modelling
Edition: 1st ed. 1997. Corr. 2nd printing edition
Publisher: Springer
Published: February 25, 2002
Language: eng
Format: Hardcover
Number of pages: 530
ISBN-13: 9783540614777
Subjects: Applied mathematics; Economic theory & philosophy; Options (Finance); Interest rates; Investment Finance; Business & Economics; Mathematics; Business/Economics; Mathematical Models; Applied; Finance; Business & Economics / Finance; arbitrage; martingales; mathematical finance; options; stochastic volatility; Investments & Securities - General; Derivative securities; Fixed-income securities