Martingale methods in financial modelling

Auteurs

• Marek Musiela

Paramètres

• 530 pages
• 19 heures de lecture

• Affaires et économie
• Économie
• Finance
• Mathématiques

En savoir plus sur le livre

This is a comprehensive and self-contained treatment of the theory and practice of option pricing. Mathematical and financial language is used so as to bring mathematicians closer to practical problems of finance and presenting to the industry useful maths tools.

Achat du livre

• Année de publication: 1997
• Reliure: (rigide)