Musiela, Marek.

Martingale Methods in Financial Modelling [electronic resource] / by Marek Musiela, Marek Rutkowski. - Second Edition. - Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2005. - xix, 680 p. : digital ; 24 cm. - Stochastic Modelling and Applied Probability, 36 0172-4568 ; .

9783540266532 (electronic bk.) 9783540209669 (paper)


Options (Finance)--Mathematical models.
Derivative securities--Mathematical models.
Interest rates--Mathematical models.
Fixed-income securities--Mathematical models.
Finance--Mathematical models.
Mathematics.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Probability Theory and Stochastic Processes.
Quantitative Finance.
Finance /Banking.

HG6024.A3 / M87 2005

332.015118