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Martingale methods in financial modelling / Marek Musiela, Marek Rutkowski
(Applications of mathematics ; 36)

Publisher Berlin ; New York : Springer
Year c1997
Codes ID=2000695785 NCID=BA31881787

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Language English
Size xii, 512 p. : ill. ; 25 cm
Notes Includes bibliographical references (p. [471]-506) and index
Authors *Musiela, Marek, 1950-
Rutkowski, Marek, 1952-
Subjects LCSH:Options (Finance) -- Mathematical models  All Subject Search
LCSH:Derivative securities -- Mathematical models  All Subject Search
LCSH:Interest rates -- Mathematical models  All Subject Search
LCSH:Fixed-income securities -- Mathematical models  All Subject Search
LCSH:Finance -- Mathematical models  All Subject Search
Classification LCC:HG6024.A3
DC21:332/.01/5118
Vol ISBN:354061477X

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Sci. Math. Lib. Foreign Book
 /M 973 2070421261
354061477X 1997

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