Martingale methods in financial modelling
Marek Musiela; Marek Rutkowski
| Year of publication: |
2005 ; 2. ed
|
|---|---|
| Authors: | Musiela, Marek ; Rutkowski, Marek |
| Publisher: |
Berlin [u.a.] : Springer |
| Subject: | Martingal | Martingale | Finanzmarkt | Financial market | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Finanzmathematik |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] ; Description [loc.gov] ; Description [loc.gov] |
| Extent: | XVI, 636 S 24 cm, 950 gr. |
|---|---|
| Series: | Stochastic modelling and applied probability. - New York : Springer, ZDB-ID 2190397-9. - Vol. 36 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Einführung |
| Language: | English |
| Notes: | Literaturverz. S. [583] - 629 |
| ISBN: | 3-540-20966-2 |
| Classification: | Angewandte Mathematik ; Wahrscheinlichkeitsrechnung ; Geld, Inflation, Kapitalmarkt ; Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001928235