Musiela, Marek <br/><br/>
Martingale methods in financial modelling/ 
Marek Musiela, Marek Rutkowski 
 - 2nd ed. 
 - Berlin :  Springer,  c2005 
 - xvi, 636 p.;  24 cm. 
 - Stochastic modelling and applied probability  36 .
<br/><br/> Includes index 
<br/><br/>Bibliography : p. 583-629 
<br/><br/><label>ISBN: </label>3540209662  Euro 74.95 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Options(Finance)--Mathematical models<br/>Derivative securities--Mathematical models<br/>Interest rates--Mathematical models<br/>Fixed-income securities--Mathematical models<br/>Finance--Mathematical models
<br/><br/><label>Dewey Class. No.: </label>355.0330003