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Martingale methods in financia...
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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
Holdings
Description
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