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Martingale methods in financial mode...

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Rutkowski, Marek, (1952-.)

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Martingale methods in financial modelling /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Martingale methods in financial modelling // Marek Musiela, Marek Rutkowski.
Author:	Musiela, Marek,
other author:	Rutkowski, Marek,
Published:	Berlin ;Springer, : c2005.,
Description:	xvi, 636 p. ;25 cm.
Series:	Stochastic modelling and applied probability,
Subject:	Derivative securities - Mathematical models. -
ISBN:	3540209662 :

Martingale methods in financial modelling /
Musiela, Marek,1950-.

Martingale methods in financial modelling /Marek Musiela, Marek Rutkowski. - 2nd ed. - Berlin ;Springer,c2005. - xvi, 636 p. ;25 cm. - Stochastic modelling and applied probability,36.0172-4568 ;.

Includes bibliographical references (p. [583]-629) and index.

ISBN: 3540209662 :EUR74.95

LCCN: 2004114482Subjects--Topical Terms:

549989
Derivative securities
--Mathematical models.

LC Class. No.: HG6024.A3 / .M87 2005

Dewey Class. No.: 332/.01/5118

Martingale methods in financial modelling /
LDR:00664pam a2200193 a 45 001 699759
005 20060314
008 060123s2005 gw b 001 0 eng
010 $a 2004114482
020 $a 3540209662 : $c EUR74.95
035 $a AS94T0107
040 $a EQF $c EQF $d OHX $d OCLCQ $d DLC
050 0 0 $a HG6024.A3 $b .M87 2005
082 0 0 $a 332/.01/5118 $2 22
100 $a Musiela, Marek, $d 1950-. $3 752975
245 1 0 $a Martingale methods in financial modelling / $c Marek Musiela, Marek Rutkowski.
250 $a 2nd ed.
260 $a Berlin ; $a New York : $c c2005. $b Springer,
300 $a xvi, 636 p. ; $c 25 cm.
440 0 $a Stochastic modelling and applied probability, $x 0172-4568 ; $v 36.
504 $a Includes bibliographical references (p. [583]-629) and index.
650 $a Derivative securities $x Mathematical models. $3 549989
650 $a Finance $x Mathematical models. $3 578740
650 $a Fixed-income securities $x Mathematical models. $3 690264
650 $a Interest rates $x Mathematical models. $3 549988
650 $a Options (Finance) $x Mathematical models. $3 647825
700 $a Rutkowski, Marek, $d 1952-. $3 752974

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HG6024.A3 M87 2005

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