Martingale methods in financial modelling Marek Musiela, Marek Rutkowski.

Martingale methods in financial modelling Marek Musiela, Marek Rutkowski.

Bibliographic Details
Main Author: Musiela, Marek
Other Authors: Rutkowski, Marek
Format: Book
Language:English
Published: New York Springer-Verlag c1997.
Subjects:
Options (Finance) > Mathematical models.
Derivative securities > Mathematical models.
Interest rates > Mathematical models.
Fixed-income securities > Mathematical models.
Finance > Mathematical models.
Martingale (Mathematics).