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Martingale Methods in Financial Modelling

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Martingale Methods in Financial Modelling - Musiela, Marek, and Rutkowski, Marek
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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.

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Martingale Methods in Financial Modelling 2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K, Berlin

ISBN-13: 9783642058981

2nd edition 2005

Paperback

Martingale Methods in Financial Modelling 2004, Springer, Berlin, Heidelberg

ISBN-13: 9783540209669

2nd Corrected 2005

Hardcover

Martingale Methods in Financial Modelling 1997, Springer, Berlin, Germany

ISBN-13: 9783540614777

Hardcover