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Martingale methods in financial modelling /

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This comprehensive and self-contained treatment of the theory and practice of option pricing describes the role of martingale methods in financial modelling. The emphasis is on using arbitrage-free models already accepted by the market as well as on building new ones but in a way that makes them con...

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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, [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.
Options (Finances) > Modèles mathématiques.
Instruments dérivés (Finances) > Modèles mathématiques.
Taux d'intérêt > Modèles mathématiques.
Valeurs mobilières à revenus fixes > Modèles mathématiques.
Finances > Modèles mathématiques.
Martingalen.
Bedrijfsfinanciering.
Beleggingen.
Wiskundige modellen.
Estatistica aplicada a economia.
Processos estocasticos.
Electronic books.
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Call Number: HG6024.A3 M87 1997
 
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HG6024.A3 M87 1997 Available