Option pricing, interest rates and risk management

Author(s)

• Jouini, E. (Elyès)
• Cvitanić, J. (Jakša)
• Musiela, Marek

Bibliographic Information

Option pricing, interest rates and risk management

edited by E. Jouini, J. Cvitanić, Marek Musiela

（Handbooks in mathematical finance）

Cambridge University Press, 2001

• : hbk

Note

Includes bibliographical references

Details

• NCID: BA52774763
• ISBN:
  • 0521792371
• LCCN: 00052911
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cambridge, U.K.
• Pages/Volumes: xvi, 669 p.
• Size: 26 cm
• Classification:
  • LCC : HG6024.A3
  • DC21 : 332/.01/51
  • NDC9 : 338.154
• Subject Headings:
  • LCSH : Derivative securities -- Prices -- Mathematical models
  • LCSH : Interest rates -- Mathematical models
  • LCSH : Risk management
  • LCSH : Securities -- Mathematical models
• Parent Bibliography ID:
  • BA53193890