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