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Martingale Methods in Financial Modelling

紀錄類型:	書目-電子資源 : 分析款目
正題名/作者:	Martingale Methods in Financial Modelling/ by Marek Musiela, Marek Rutkowski.
作者:	Musiela, Marek.
其他作者:	Rutkowski, Marek.
出版者:	Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg, : 2005.,
面頁冊數:	xix, 680 p. :digital ; : 24 cm.;
叢書名:	Stochastic Modelling and Applied Probability,
Contained By:	Springer e-books
標題:	Options (Finance) - Mathematical models. -
電子資源:	http://dx.doi.org/10.1007/b137866
ISBN:	9783540266532 (electronic bk.)

Martingale Methods in Financial Modelling
Musiela, Marek.

Martingale Methods in Financial Modelling[electronic resource] /by Marek Musiela, Marek Rutkowski. - Second Edition. - Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2005. - xix, 680 p. :digital ;24 cm. - Stochastic Modelling and Applied Probability,360172-4568 ;.

ISBN: 9783540266532 (electronic bk.)Subjects--Topical Terms:

131707
Options (Finance)
--Mathematical models.

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

Dewey Class. No.: 332.015118

Martingale Methods in Financial Modelling
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245 1 0 $a Martingale Methods in Financial Modelling $h [electronic resource] / $c by Marek Musiela, Marek Rutkowski.
250 $a Second Edition.
260 $a Berlin, Heidelberg : $c 2005. $b Springer-Verlag Berlin Heidelberg,
300 $a xix, 680 p. : $b digital ; $c 24 cm.
440 0 $a Stochastic Modelling and Applied Probability, $x 0172-4568 ; $v 36
650 0 $a Options (Finance) $x Mathematical models. $3 131707
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650 0 $a Fixed-income securities $x Mathematical models. $3 134707
650 0 $a Finance $x Mathematical models. $3 122795
650 1 4 $a Mathematics. $3 83487
650 2 4 $a Statistics for Business/Economics/Mathematical Finance/Insurance. $3 120746
650 2 4 $a Probability Theory and Stochastic Processes. $3 120453
650 2 4 $a Quantitative Finance. $3 121561
650 2 4 $a Finance /Banking. $3 121533
700 1 $a Rutkowski, Marek. $3 134705
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773 0 $t Springer e-books
856 4 0 $u http://dx.doi.org/10.1007/b137866
950 $a Mathematics and Statistics (Springer-11649; ZDB-2-SMA)

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