Martingale Methods in Financial Modelling - Musiela, Marek; Rutkowski, Marek; SpringerLink (Online service) (Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2005)
Keywords: 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.