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Martingale methods in financial modelling

Musiela, Marek 1950- Rutkowski, Marek 1952-

Martingale methods in financial modelling - 2nd ed. - New York Springer 2007 - xix,680p. 24 cm. - Stochastic modelling and applied probability, 36 0172-4568 ; .

"Corrected 2nd printing"--T.p. verso.

Includes bibliographical references (p. [623]-672) and index.

ISBN: 9783540209669

LCCN: 2006939516

Subjects--Topical Terms:
Options (Finance)--Mathematical models.
Derivative securities--Mathematical models.
Interest rates--Mathematical models.
Fixed-income securities--Mathematical models.
Finance--Mathematical models.

LC Class. No.: HG6024.A3 / M87 2007

Dewey Class. No.: 332.01519236 / MU-M

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