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Martingale methods in financial modelling /

Musiela, Marek,

Martingale methods in financial modelling / Marek Musiela, Marek Rutkowski. - New York : Springer, 1998 - xii, 518p. - Stochastic modelling and applied probability, 36 0172-4568 ; .

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

Subjects--Index Terms: Financial mathematics.

Universal Decimal Class. No.: 519.86 / MUS

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