Martingale methods in financial modelling

Author(s)

• Musiela, Marek
• Rutkowski, Marek

Bibliographic Information

Martingale methods in financial modelling

Marek Musiela, Marek Rutkowski

（Applications of mathematics, 36）

Springer, c1997

Note

Includes bibliographical references (p. [471]-506) and index

Details

• NCID: BA31881787
• ISBN:
  • 354061477X
• LCCN: 97011586
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin ; New York
• Pages/Volumes: xii, 512 p.
• Size: 25 cm
• Classification:
  • LCC : HG6024.A3
  • DC21 : 332/.01/5118
• Subject Headings:
  • LCSH : Options (Finance) -- Mathematical models
  • LCSH : Derivative securities -- Mathematical models
  • LCSH : Interest rates -- Mathematical models
  • LCSH : Fixed-income securities -- Mathematical models
  • LCSH : Finance -- Mathematical models
• Parent Bibliography ID:
  • BA00256802