The Resource Martingale methods in financial modelling, Marek Musiela, Marek Rutkowski

Martingale methods in financial modelling, Marek Musiela, Marek Rutkowski

Label
Martingale methods in financial modelling
Title
Martingale methods in financial modelling
Statement of responsibility
Marek Musiela, Marek Rutkowski
Creator
Contributor
Subject
Language
eng
Member of
Action
committed to retain for EAST
Cataloging source
DLC
http://library.link/vocab/creatorDate
1950-
http://library.link/vocab/creatorName
Musiela, Marek
Index
index present
LC call number
HG6024.A3
LC item number
M87 1997
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1952-
http://library.link/vocab/relatedWorkOrContributorName
Rutkowski, Marek
http://library.link/vocab/subjectName
  • Options (Finance)
  • Derivative securities
  • Interest rates
  • Fixed-income securities
  • Finance
  • martingale
  • modélisation financière
  • taux intérêt
  • finance
  • mathématique financière
  • Options (Finances)
  • Instruments dérivés (Finances)
  • Taux d'intérêt
  • Valeurs mobilières à revenus fixes
  • Finances
  • Mathématiques financières
  • Modèles mathématiques
  • Derivative securities
  • Finance
  • Fixed-income securities
  • Interest rates
  • Options (Finance)
  • Martingalen
  • Bedrijfsfinanciering
  • Beleggingen
  • Wiskundige modellen
  • Estatistica aplicada a economia
  • Processos estocasticos
  • Valeurs mobilières à revenu fixe
  • Instruments financiers
  • Options (finances)
  • Valeurs mobilières à revenus fixes
  • Taux d'intérêt
  • Finances
Label
Martingale methods in financial modelling, Marek Musiela, Marek Rutkowski
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. [471]-506) and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Dimensions
24 cm.
Extent
xii, 512 pages
Isbn
9783540614777
Lccn
97011586
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
System control number
  • (OCoLC)36648569
  • (OCoLC)ocm36648569
Label
Martingale methods in financial modelling, Marek Musiela, Marek Rutkowski
Publication
Bibliography note
Includes bibliographical references (p. [471]-506) and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Dimensions
24 cm.
Extent
xii, 512 pages
Isbn
9783540614777
Lccn
97011586
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
System control number
  • (OCoLC)36648569
  • (OCoLC)ocm36648569

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