Martingale methods in financial modelling / Marek Musiela, Marek Rutkowski
Type de document : MonographieCollection : Applications of mathematics, 36Langue : anglais.Pays : Allemagne.Éditeur : Berlin : Springer, 1997Description : 1 vol. (XII-512 p.) : ill. ; 24 cmISBN : 354061477X.ISSN : 0172-4568.Bibliographie : Bibliogr. p. [471]-506. Index.Sujet MSC : 62P05, Statistics -- Applications, Applications to actuarial sciences and financial mathematics60-02, Probability theory and stochastic processes, Research exposition (monographs, survey articles)
91Gxx, Game theory, economics, social and behavioral sciences, Mathematical finance
60Hxx, Probability theory and stochastic processes, Stochastic analysisEn-ligne : Springerlink : ed. 2005
| Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|
| CMI Salle R | 60 MUS (Browse shelf) | Available | 11991-01 |
Bibliogr. p. [471]-506. Index
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