TY  - BOOK
AU  - Musiela,Marek
AU  - Rutkowski,Marek
TI  - Martingale methods in financial modelling
T2  - Applications of mathematics
SN  - 354061477X
PY  - 1998///
CY  - Berlin, New York
PB  - Springer
KW  - Options (Finance)
KW  - Mathematical models
KW  - Derivative securities
KW  - Interest rates
KW  - Fixed-income securities
KW  - Finance
N1  - "... 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
ER  -