Description: Martingale methods in financial modelling

Main Author:	Musiela, Marek
Other Authors:	Rutkowski, Marek, Rutkowski, Marek,
Format:	Book
Language:	English
Published:	Berlin: Springer, 1998
Series:	Applications of mathematics 36
Subjects:	Mathematics Mathematical models Finance Financial market Arbitrage Pricing Securities Borrowing Exchange rate Stocks Currencies Foreign exchange Income Interest rate Bonds Calculus Options (Finance) > Mathematical models Derivative securities > Mathematical models Interest rates > Mathematical models Finance > Mathematical models Fixed - income securities > Mathematical models Options(Finance) > - Mathematical models Derivative securities > - Mathematical models Fixed-incime > - Mathematical models

Item Description:	Includes bibliographical references Corrected 2nd printing
Physical Description:	xii, 518p.
Bibliography:	Includes bibliographical references and index. Includes bibliographical references (p. [471]-512) and index Includes references(p.471-512) and index.
ISBN:	354061477X