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Martingale methods in financial modelling

紀錄類型:	書目-語言資料,印刷品 : 單行本
作者:	MusielaMarek, 1950-
合作者:	RutkowskiMarek, 1952-
出版地:	Berlin
出版者:	Springer;
出版年:	c2005.
版本:	2nd ed.
面頁冊數:	xvi, 636 p.24 cm.;
集叢名:	Stochastic modelling and applied probability36
標題:	Finance -
標題:	Derivative securities -
標題:	Fixed-income securities - Mathematical models. -
標題:	Interest rates - United States -
標題:	Options (Finance) - Prices -
ISBN:	3540209662

Martingale methods in financial modelling
Musiela, Marek

Martingale methods in financial modelling / Marek Musiela, Marek Rutkowski. - 2nd ed.. - Berlin : Springer, c2005.. - xvi, 636 p. ; 24 cm.. - (Stochastic modelling and applied probability ; 36).
Includes bibliographical references (p. [583]-629) and index..
ISBN 3540209662
FinanceDerivative securitiesFixed-income securitiesInterest ratesOptions (Finance) -- Mathematical models. -- Prices -- United States

Rutkowski, Marek

Martingale methods in financial modelling
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