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Financial markets : stochastic analysis and the pricing of derivative securities / A.V. Melʹnikov ; [translated from the Russian by H.H. McFaden]
(Translations of mathematical monographs ; v. 184)

Publisher Providence, R.I. : American Mathematical Society
Year c1999
Codes ID=2000773371 NCID=BA4105546X

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Language English
Size xiv, 133 p. : ill. ; 26 cm
Other titles romanized title:Finansovye rynki
original title:Финансовые рынки
Notes Bibliography: p. 129-130
Includes index
Authors *Melʹnikov, A. V., 1953-
McFaden, H. H.
Subjects LCSH:Derivative securities -- Prices -- Mathematical models  All Subject Search
LCSH:Options (Finance) -- Prices -- Mathematical models  All Subject Search
Classification LCC:HG6024.A3
DC21:332.64/5
Vol ISBN:0821810820

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Sci. Math. Lib. Foreign Book
 /M 49 2091008220

1999
Sci. Math. Lib. Foreign Book v. 184  /M 491 2070467585
0821810820 1999

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