Mathematics of derivative securities / edited by M. A. H. Dempster and S. R. Pliska - Cambridge [England] : Cambridge University Press, 1997 - xvii, 582 p. : ill. ; 24 cm. - Publications of the Newton Institute .

Proceedings of the Mathematical Finance Programme, held at the Isaac Newton Institute for Mathematical Sciences, Cambridge, Jan. through June 1995

Includes bibliographical references

0521584248 (hardcover) RM422.10

97-003027


Derivative securities--Mathematics