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Martingale methods in financial modelling / Marek Musiela, Marek Rutkowski.

By: Contributor(s): Material type: TextTextLanguage: English Series: Applications of mathematics ; 36.Publication details: Berlin ; New York : Springer, 1998.Edition: 2nd printing, correctedDescription: xii, 518 p. ; 25 cmISBN:
  • 354061477X
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Item type Current library Call number Copy number Status Date due Barcode
წიგნი წიგნი ეროვნული სამეცნიერო ბიბლიოთეკა 1 საცავი. 1 კორპ. 51 M-92 (Browse shelf(Opens below)) 2E52564 Available 2010-60960

"... minor typographical errors in the text and formulae have been corrected ... have also adjusted or completed a number of bibliographical references ..."--P. [vi]

Includes bibliographical references (p. [471]-512) and index.

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