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Martingale Methods in Financial Modelling
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Martingale Methods in Financial Modelling
Martingale Methods in Financial Modelling
MM
Marek Musiela
Marek Musiela
MR
Marek Rutkowski
Marek Rutkowski
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1 January 1997
book
Published by
Springer Nature
https://doi.org/10.1007/978-3-662-22132-7
Abstract
No abstract available
Keywords
ARBITRAGE
BLACK-SCHOLES
FINANCE
MARTINGAL
MARTINGALE
STOCHASTIC CALCULUS
DERIVATIVES
FINANCIAL MODELLING
FUTURES
MATHEMATICAL FINANCE
MODELING
OPTION PRICING
SWAPS
VALUATION
VOLATILITY
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