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）（Stochastic modelling and applied probability, 36）

Springer, c2007

2nd ed., corr. 2nd printing

Note

"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

• NCID: BA83157535
• ISBN:
  • 9783540209669
• LCCN: 2004114482
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xix, 680 p.
• Size: 24 cm
• Parent Bibliography ID:
  • BA00256802
  • BA70424457