Martingale methods in financial modelling

書誌事項

Martingale methods in financial modelling

Marek Musiela, Marek Rutkowski

(Applications of mathematics)(Stochastic modelling and applied probability, 36)

Springer, c2007

2nd ed., corr. 2nd printing

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注記

"The second printing of the second edition of this book expands and clarifies further its contents exposition...The bibliographical references are brought up to date as far as possible." -- Note on the Second Printing, p. [vii].

Bibliography: p. [623]-672

Includes index

関連文献: 2件中  1-2を表示
詳細情報
  • NII書誌ID(NCID)
    BA83157535
  • ISBN
    • 9783540209669
  • LCCN
    2004114482
  • 出版国コード
    gw
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Berlin
  • ページ数/冊数
    xix, 680 p.
  • 大きさ
    24 cm
  • 親書誌ID
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