Martingale methods in financial modelling
Αποθηκεύτηκε σε:
| Κύριος συγγραφέας: | |
|---|---|
| Άλλοι συγγραφείς: | |
| Μορφή: | Βιβλίο |
| Γλώσσα: | English |
| Δημοσίευση: |
Berlin ; New York :
Springer-Verlag,
c1997
|
| Σειρά: | Applications of mathematics ;
; 36 |
| Θέματα: | |
| Ετικέτες: |
Προσθήκη ετικέτας
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MARC
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| 082 | 0 | |a 332.015118 | |
| 100 | 1 | |a Musiela, Marek |d 1950- | |
| 245 | 1 | 0 | |a Martingale methods in financial modelling / |c Marek Musiela, Marek Rutkowski |
| 260 | |a Berlin ; New York : |b Springer-Verlag, |c c1997 | ||
| 300 | |a xii, 512 p.; |c 24 cm. | ||
| 490 | 1 | |a Applications of mathematics |v ; 36 | |
| 504 | |a Includes bibliographical references and index | ||
| 650 | 0 | 0 | |a Options (Finance) |x Mathematical models. |
| 650 | 0 | 0 | |a Derivative securities |x Mathematical models. |
| 650 | 0 | 0 | |a Interest rates |x Mathematical models. |
| 650 | 0 | 0 | |a Fixed-income securities |x Mathematical models. |
| 650 | 0 | 0 | |a Finance |x Mathematical models. |
| 700 | 1 | |a Putkowski, Marek. | |
| 830 | 0 | |a Applications of mathematics ; |v ; 36 | |
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