Martingale methods in financial modelling / Marek Musiela, Marek Rutkowski

Auteur: Musiela, Marek (1950-) - AuteurCo-auteur: Rutkowski, Marek (1952-) - AuteurType de document: MonographieCollection: Applications of mathematics ; 36Langue: anglaisPays: AllemagneÉditeur: Berlin : Springer, 1997Description: 1 vol. (XII-512 p.) : ill. ; 24 cm ISBN: 354061477X ; rel. Bibliographie: Bibliogr. p. [471]-506. Index. Sujets MSC: 62P05 Statistics -- Applications -- Applications to actuarial sciences and financial mathematics
60-02 Probability theory and stochastic processes -- Research exposition (monographs, survey articles)
91Gxx Game theory, economics, social and behavioral sciences -- Mathematical finance
60Hxx Probability theory and stochastic processes -- Stochastic analysis
En-ligne: Springerlink : ed. 2005
Location Call Number Status Date Due
Salle R 11991-01 / 60 MUS (Browse Shelf) Available

Bibliogr. p. [471]-506. Index

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