Cover Image

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
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500 0 0 |a Includes bibliographical references 
500 0 0 |a Corrected 2nd printing 
504 0 0 |a Includes bibliographical references and index. 
504 0 0 |a Includes bibliographical references (p. [471]-512) and index 
504 0 0 |a Includes references(p.471-512) and index. 
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