Martingale methods in financial modelling.

Martingale methods in financial modelling.

Manylion Llyfryddiaeth
Prif Awdur: Musiela, Marek
Awduron Eraill: Rutkowski, Marek
Fformat: Llyfr
Iaith:English
Cyhoeddwyd: Berlin, New York Springer c1997.
Cyfres:Applications of mathematics
Pynciau:
Options (Finance) > Mathematical models.
Derivative securities > Mathematical models.
Interest rates > Mathematical models.
Fixed-income securities > Mathematical models.
Finance > Mathematical models.