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, [1997]
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. Estatistica aplicada a economia. Processos estocasticos. Options (Finances) > Modèles mathématiques. Instruments dérivés (Finances) > Modèles mathématiques. Taux d'intérêt > Modèles mathématiques. Valeurs mobilières à revenus fixes > Modèles mathématiques. Finances > Modèles mathématiques.

West Campus Library: Stacks