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