Financial markets
Subtitle: stochastic analysis and the pricing of derivative securities
By: A.V. Melnikov ; [translated from the Russian by H.H. McFaden].
Series: Translations of mathematical monographs -- v. 184
Publisher: American Mathematical Society
Published: 1999
Place of publication: Providence, R.I
Language: eng
Number of pages: 133
Subjects: Derivative securities -- Prices -- Mathematical models; Options (Finance) -- Prices -- Mathematical models
Work titles: Finansovye rynki.
Notes: Includes bibliographical references (p. 129-130) and index.