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Martingale methods in financial modelling / Marek Musiela, Marek Rutkowski

Auteur principal : Musiela, Marek, 1950-, AuteurCo-auteur : Rutkowski, Marek, 1952-, AuteurType 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 mathematics
60-02, 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 analysis
En-ligne : Springerlink : ed. 2005
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60 MUS (Browse shelf) Available 11991-01

Bibliogr. p. [471]-506. Index

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