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Martingale methods in financial modelling Marek Musiela, Marek Rutkowski.
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Musiela, Marek
Published 1997
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Testing the martingale hypothesis in the Deutschmark/US dollar futures and spot markets
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McCurdy, Thomas H.
Published 1985
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Martingake limit theory and its application
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Hall, P.
Published 1980
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Nonlinear filtering and smoothing introduction to martingales, stochastic integrals and estimation.
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Krishnan, Venkatarama
Published 1984
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CAMPUS
Diliman
3 results
3
Baguio
1 results
1
DATABASE
Union Catalog (Buklod)
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4
UNIT LIBRARY
School of Statistics
3 results
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Cesar E.A. Virata School of Business
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UP Baguio Main Library
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H - Social Science
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Q - Science
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Martingale (Mathematics)
Mathematical models
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Derivative securities
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Dollar, American
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Estimation theory
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Finance
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Fixed-income securities
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Integrals, Stochastic
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Interest rates
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Limit theorems (Probability theory)
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Money
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Options (Finance)
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AUTHOR
Hall, P.
1 results
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Krishnan, Venkatarama
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McCurdy, Thomas H.
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Musiela, Marek
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Rutkowski, Marek
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LANGUAGE
English
4 results
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