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Martingale methods in financial mode...

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Musiela, Marek, (1950-)

Martingale methods in financial modelling /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Martingale methods in financial modelling /Marek Musiela, Marek Rutkowski.
作者:	Musiela, Marek,
其他作者:	Rutkowski, Marek,
出版者:	Berlin ;Springer,c2005.
面頁冊數:	xvi, 636 p. ;24 cm.
叢書名:	Stochastic modelling and applied probability,
標題:	Options (Finance)Mathematical models.
ISBN:	3540209662 (hbk.) :

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. ;24 cm. - Stochastic modelling and applied probability,360172-4568 ;.

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

ISBN: 3540209662 (hbk.) :NT$2765

LCCN: 2004114482Subjects--Topical Terms:

183333
Options (Finance)
--Mathematical models.

LC Class. No.: HG6024.A3 / M987 2005

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

Martingale methods in financial modelling /
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245 1 0 $a Martingale methods in financial modelling / $c Marek Musiela, Marek Rutkowski.
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260 $a Berlin ; $a New York : $c c2005. $b Springer,
300 $a xvi, 636 p. ; $c 24 cm.
440 0 $a Stochastic modelling and applied probability, $v 36 $x 0172-4568 ;
504 $a Includes bibliographical references (p. [583]-629) and index.
650 $a Options (Finance) $x Mathematical models. $3 183333
650 $a Derivative securities $x Mathematical models. $3 228279
650 $a Interest rates $x Mathematical models. $3 182968
650 $a Fixed-income securities $x Mathematical models. $3 228280
650 $a Finance $x Mathematical models. $3 183782
700 $a Rutkowski, Marek, $d 1952- $3 205754

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