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Martingale methods in financial modelling/

Musiela, Marek, 1950-

Martingale methods in financial modelling/ Marek Musiela, Marek Rutkowski. - Berlin; New York: Springer, c1997. - xii, 512 p.; 24 cm. - Applications of mathematics; 36 .

Includes bibliographical references (p. [471]-506) and index.

ISBN: 354061477X (Berlin : acid-free paper)

LCCN: 97011586

Subjects--Topical Terms:
Options (Finance)---Mathematical models.
Derivative securities---Mathematical models.
Interest rates---Mathematical models.
Fixed-income securities---Mathematical models.
Finance---Mathematical models.

Dewey Class. No.: 519 / M987m

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