Martingale methods in financial modelling

Title	Martingale methods in financial modelling
Author	Marek Musiela, Marek Rutkowski
Imprint	Berlin ; New York : Springer, 2005
Edition	2nd ed
Descript	xix, 715 p. ; 24 cm

CONTENT

Part 1: Spot and futures markets -- An introduction to financial derivatives -- Discrete-time security markets -- Benchmark models in continuous time -- Foreign market derivatives -- American options -- Exotic options -- Volatility risk -- Continuous-time security markets -- Part 2: Fixed-income markets -- Interest rates and related contracts -- Short-term rate models -- Models of instantaneous forward rates -- Market LIBOR models -- Alternative market models -- Cross-currency derivatives

Financial instruments -- Mathematical models Options (Finance) -- Mathematical models Fixed-income securities -- Mathematical models Interest rates -- Mathematical models

LOCATION	CALL#	STATUS
Sasin Library	519.2 M987M 2005 PhD	CHECK SHELVES

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