Martingale methods in financial modelling /
Musiela, Marek.
Martingale methods in financial modelling / Marek Musiela, Marek Rutkowski. - Berlin : Springer-Verlag, 1997. - xii, 512 p. : ill. ; 24 cm. - Applications of mathematics v.36. .
p. 471-506.
354061477X RM276.12
Options (Finance)--Mathematical models.
Derivative securities--Mathematical models.
Fixed--income securities--Mathematical models.
Finance--Mathematical models.
Martingale methods in financial modelling / Marek Musiela, Marek Rutkowski. - Berlin : Springer-Verlag, 1997. - xii, 512 p. : ill. ; 24 cm. - Applications of mathematics v.36. .
p. 471-506.
354061477X RM276.12
Options (Finance)--Mathematical models.
Derivative securities--Mathematical models.
Fixed--income securities--Mathematical models.
Finance--Mathematical models.
