Martingale methods in financial modelling /

Bibliographic Details
Main Author:	Musiela, Marek, 1950-
Other Authors:	Rutkowski, Marek, 1952-
Format:	Book
Language:	English
Published:	Berlin ; New York : Springer, [2005]
Edition:	2nd edition.
Series:	Applications of mathematics ; 36.
Subjects:	Options (Finance) > Mathematical models. Derivative securities > Mathematical models. Interest rates > Mathematical models. Fixed-income securities > Mathematical models. Finance > Mathematical models.

Description
Physical Description:	xvi, 636 pages ; 24 cm.
Bibliography:	Includes bibliographical references (pages [583]-629) and index.
ISBN:	3540209662
ISSN:	0172-4568 ;