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, Applications of statistics to actuarial sciences and financial mathematics
60-02, Research exposition (monographs, survey articles) pertaining to probability theory
91Gxx, Game theory, economics, finance, and other social and behavioral sciences - Actuarial science and mathematical finance
60Hxx, Probability theory and stochastic processes - Stochastic analysis
En-ligne : Springerlink : ed. 2005 Item type: Monographie
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60 MUS (Browse shelf(Opens below)) Available 11991-01

Bibliogr. p. [471]-506. Index

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