Title:
Martingale methods in financial modelling
Personal Author:
Series:
Applications of mathematics; 36
Publication Information:
New York, NY : Springer Verlag , 1997
ISBN:
9783540614777
Added Author:
Available:*
Library | Item Barcode | Call Number | Material Type | Item Category 1 | Status |
|---|---|---|---|---|---|
Searching... | 30000004878165 | HG6024.A3 M87 1997 | Open Access Book | Book | Searching... |
On Order
Summary
Summary
This is a comprehensive treatment of the theory and practice of option pricing. Mathematical and financial language is used to bring mathematicians closer to practical problems of finance and to present useful mathematical tools to the industry. The work emphasizes the use of arbitrage-free models already accepted by the market.
