Cover Image

Martingale methods in financial modelling /

Show other versions (3)
Bibliographic Details
Main Author: Musiela, Marek, 1950-
Corporate Author: SpringerLink (Online service)
Other Authors: Rutkowski, Marek, 1952-
Format: eBook
Language:English
Published: Berlin ; New York : Springer, [2005]
Edition:2nd ed.
Series:Stochastic modelling and applied probability. 36.
Subjects:
Martingalen.
Portfolio-theorie.
Stochastische modellen.
Derivative securities > Mathematical models.
Finance > Mathematical models.
Fixed-income securities > Mathematical models.
Interest rates > Mathematical models.
Options (Finance) > Mathematical models.
Finances > Modèles mathématiques.
Instruments dérivés (Finances) > Modèles mathématiques.
Options (Finances) > Modèles mathématiques.
Taux d'intérêt > Modèles mathématiques.
Valeurs mobilières à revenus fixes > Modèles mathématiques.
Electronic books.
Online Access:Connect to the full text of this electronic book
Contributor biographical information
Publisher description
Description
Item Description:Electronic resource.
Physical Description:xvi, 636 pages ; 24 cm.
Bibliography:Includes bibliographical references (pages [583]-629) and index.
ISBN:3540266534
9783540266532
ISSN:0172-4568 ;
DOI:10.1007/b137866