Musiela, Marek,  1950- <br/><br/>
Martingale methods in financial modelling / 
Marek Musiela, Marek Rutkowski. 
 - 2nd printing, corrected. 
 -  Springer,  1998. 
 - xii, 518 p. ;  25 cm. 
 - Applications of mathematics ;  36. .
<br/><br/> "... minor typographical errors in the text and formulae have been corrected ... have also adjusted or completed a number of bibliographical references ..."--P. [vi] 
<br/><br/>Includes bibliographical references (p. [471]-512) and index. 
<br/><br/><label>ISBN: </label>354061477X 
<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>Universal Decimal Class. No.: </label>51