Martingale methods in financial modelling
By: Marek Musiela, Marek Rutkowski
Contributors: Rutkowski, Marek, 1952-
Edition: [2nd rev. ed.].
Series: Stochastic modelling and applied probability -- 36; Stochastic modelling and applied probability -- 36.
Publisher: Springer
Published: 2010
Place of publication: Berlin
Language: eng
Number of pages: 715
ISBN-13: 9783642058981
Subjects: Options (Finance); Interest rates; Finance; Fixed-income securities; Mathematical models; Derivative securities
Notes: "The second printing of the second edition of this book expands and clarifies further its contents exposition."--Note.

Includes bibliographical references (pages 583-629) and index.