000 01443nam a22003497a 4500
005 20150315091821.0
008 111129s1998 de ||||| |||| 00| 0 eng d
020 _a354061477X
035 _a.b13213325
035 _a(OCoLC)39708865
040 _aFUG
_cFUG
041 _aeng
049 _aCITA
080 _a51
090 _aHG6024.A3
_bM87 1998
100 1 _aMusiela, Marek,
_d1950-
_95355
245 1 0 _aMartingale methods in financial modelling /
_cMarek Musiela, Marek Rutkowski.
250 _a2nd printing, corrected.
260 _aBerlin ;
_aNew York :
_bSpringer,
_c1998.
300 _axii, 518 p. ;
_c25 cm.
490 0 _aApplications of mathematics ;
_v36.
_915520
500 _a"... minor typographical errors in the text and formulae have been corrected ... have also adjusted or completed a number of bibliographical references ..."--P. [vi]
504 _aIncludes bibliographical references (p. [471]-512) and index.
650 0 _aOptions (Finance)
_xMathematical models.
_95356
650 0 _aDerivative securities
_xMathematical models.
_95357
650 0 _aInterest rates
_xMathematical models.
_95358
650 0 _aFixed-income securities
_xMathematical models.
_95359
650 0 _aFinance
_xMathematical models.
_95360
700 1 _aRutkowski, Marek,
_d1952-
_95361
942 _2udc
_cBK
952 _w2010-10-18
_p2010-60960
_r2010-10-18
_40
_00
_bCPL
_10
_o51 M-92
_d2010-10-18
_t2E52564
_70
_chall4
_2udc
_yBK
_aCPL
999 _c2068
_d2068