Mathematics of derivative securities
By: edited by M. A.H. Dempster and S. R. Pliska.
Contributors: Dempster, M. A. H. 1938-; Pliska, Stanley R., 1944-; Mathematical Finance Programme (1995 : Isaac Newton Institute for Mathematical Sciences)
Series: Publications of the Newton Institute
Publisher: Cambridge University Press
Published: 1997
Place of publication: Cambridge [England]; New York
Language: eng
Number of pages: 582
Subjects: Derivative securities -- Mathematics.
Description: xvii, 582 p. : 24 cm
Notes: Includes bibliographical references.
Proceedings of the Mathematical Finance Programme, held at the Isaac Newton Institute for Mathematical Sciences, Cambridge, Jan. through June 1995.