Description: Martingale methods in financial modelling /

Main Author:	Musiela, Marek, 1950-
Other Authors:	Rutkowski, Marek,
Format:	Book
Language:	English
Published:	Berlin : Springer, c2005.
Edition:	2nd ed.
Subjects:	Options (Finance) > Mathematical models Derivative securities > Mathematical models. Interest rates > Mathematical models Fixed-income securities > Mathematical models. Finance > Mathematical models

Physical Description:	xvi, 636 p. ; 24 cm.
Bibliography:	Includes bibliographical references (p. [583]-629) and index.
ISBN:	3540209662