Cover Image

Option pricing, interest rates and risk management /

Bibliographic Details
Other Authors: Jouini, E. (Elyès), 1965-, Cvitanić, Jakša, Musiela, Marek, 1950-
Format: Book
Language:English
Published: Cambridge ; New York : Cambridge University Press, 2001.
Series:Handbooks in mathematical finance.
Subjects:
Derivative securities > Prices > Mathematical models.
Interest rates > Mathematical models.
Risk management.
Securities > Mathematical models.
Description
Physical Description:xvi, 669 pages : illustrations ; 26 cm.
Bibliography:Includes bibliographical references.
ISBN:0521792371