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Martingale methods in financial modelling /

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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.
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by Musiela, Marek, 1950-
Published 2005
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by Musiela, Marek, 1950-
Published 1997
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