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BJL CLASSMARK
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Record:
Author
Musiela, Marek, 1950-
Title
Martingale methods in financial modelling / Marek Musiela, Marek Rutkowski.
Publication Info
Berlin : Springer, 2005.
Edition
2nd ed.
Location/Availability
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LOCATION
SHELVED AT
LOAN TYPE
STATUS
BJL 5th Floor
HG 6024 A3 M9
8 WEEK LOAN
AVAILABLE
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Descript
636p.
Edition
2nd ed.
Note
Series title changed to Stochastic modelling.
ISBN
3540209662
ISSN
0172-4568
Click on the terms below to find similar items in the catalogue
Author
Musiela, Marek, 1950-
Series
Applications of mathematics ; 36
Stochastic modelling and applied probability ; 36
Subject
Options (Finance) -- Mathematical models.
Derivative securities -- Mathematical models.
Interest rates -- Mathematical models.
Fixed-income securities -- Mathematical models.
Finance -- Mathematical models.
Alt author
Rutkowski, Marek, 1952-
Descript
636p.
Edition
2nd ed.
Note
Series title changed to Stochastic modelling.
ISBN
3540209662
ISSN
0172-4568
Author
Musiela, Marek, 1950-
Series
Applications of mathematics ; 36
Stochastic modelling and applied probability ; 36
Subject
Options (Finance) -- Mathematical models.
Derivative securities -- Mathematical models.
Interest rates -- Mathematical models.
Fixed-income securities -- Mathematical models.
Finance -- Mathematical models.
Alt author
Rutkowski, Marek, 1952-
LOCATION
SHELVED AT
LOAN TYPE
STATUS
BJL 5th Floor
HG 6024 A3 M9
8 WEEK LOAN
AVAILABLE
Subject
Options (Finance) -- Mathematical models.
Derivative securities -- Mathematical models.
Interest rates -- Mathematical models.
Fixed-income securities -- Mathematical models.
Finance -- Mathematical models.
Descript
636p.
Note
Series title changed to Stochastic modelling.
Alt author
Rutkowski, Marek, 1952-
ISBN
3540209662
ISSN
0172-4568
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