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Martingale methods in financial modelling by Marek Musiela

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Published by Springer in Berlin, New York .
Written in English

Subjects:

  • Options (Finance) -- Mathematical models.,
  • Derivative securities -- Mathematical models.,
  • Interest rates -- Mathematical models.,
  • Fixed-income securities -- Mathematical models.,
  • Finance -- Mathematical models.

Book details:

Edition Notes

Includes bibliographical references (p. [471]-506) and index.

StatementMarek Musiela, Marek Rutkowski.
SeriesApplications of mathematics,, 36
ContributionsRutkowski, Marek, 1952-
Classifications
LC ClassificationsHG6024.A3 M87 1997
The Physical Object
Paginationxii, 512 p. ;
Number of Pages512
ID Numbers
Open LibraryOL665933M
ISBN 10354061477X
LC Control Number97011586

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This book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. The first part of the text starts with discrete-time models of financial markets, . Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability Book 36) - Kindle edition by Musiela, Marek. Download it once and read it on your Kindle device, PC, phones or tablets. Use features like bookmarks, note taking and highlighting while reading Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability Book /5(5).   Martingale Methods in Financial Modelling Marek Musiela, Marek Rutkowski Springer Science & Business Media, - Business & Economics - pages5/5(2).   Martingale Methods in Financial Modelling by Marek Musiela, , available at Book Depository with free delivery worldwide/5(10).

Martingale Methods in Financial Modelling Article (PDF Available) in Journal of the American Statistical Association 93() September with 5, Reads How we measure 'reads'. martingale methods in financial modelling Download martingale methods in financial modelling or read online books in PDF, EPUB, Tuebl, and Mobi Format. Click Download or Read Online button to get martingale methods in financial modelling book . The first part of the book deals with the more classical concepts and results of arbitrage pricing theory, developed over the last thirty years and currently widely applied in financial markets. The second part, . Martingale Methods in Financial Modelling. Authors: Musiela, The origin of this book can be traced to courses on financial mathemat­ ics taught by us at the University of New South Wales in Sydney, Warsaw University of Technology (Politechnika Warszawska) and Institut National Polytechnique de Grenoble. This book Brand: Springer-Verlag Berlin Heidelberg.

Martingale Methods in Financial Modelling book. Read reviews from world’s largest community for readers. A new edition of a successful, well-established /5(10). Buy Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability) 2Rev Ed 2nd Printing by Marek Musiela, Marek Rutkowski (ISBN: ) from Amazon's Book /5(3). The book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. The first part of the text deals with simple discrete models of financial .   The book finishes off with modelling derivatives securities presented in at least two different markets or economies, i.e. the cross-currency derivatives. Martingale Methods in Financial Modelling is an authoritative text which gives a lot of insight into financial instruments and current modeling practices. The book .