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:
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100 1 |a Musiela, Marek,  |d 1950- 
245 1 |a Martingale methods in financial modelling /  |c Marek Musiela, Marek Rutkowski. 
250 1 |a 2nd ed. 
260 1 |a Berlin :  |b Springer,  |c c2005. 
300 1 |a xvi, 636 p. ;  |c 24 cm. 
504 1 |a Includes bibliographical references (p. [583]-629) and index. 
650 1 |a Options (Finance)  |x Mathematical models 
650 1 |a Derivative securities  |x Mathematical models. 
650 1 |a Interest rates  |x Mathematical models 
650 1 |a Fixed-income securities  |x Mathematical models. 
650 1 |a Finance  |x Mathematical models 
700 1 |a Rutkowski, Marek, 
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