Martingale Methods in Financial Modelling
GPTKB entity
Statements (27)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:book
|
| gptkbp:author |
gptkb:Marek_Musiela
gptkb:Marek_Rutkowski |
| gptkbp:edition |
2005
second edition |
| gptkbp:firstPublished |
1997
|
| gptkbp:focusesOn |
incomplete markets
stochastic differential equations hedging strategies interest rate models arbitrage-free pricing risk-neutral measures |
| https://www.w3.org/2000/01/rdf-schema#label |
Martingale Methods in Financial Modelling
|
| gptkbp:ISBN |
978-3-540-20603-4
|
| gptkbp:language |
English
|
| gptkbp:pages |
683
|
| gptkbp:publisher |
gptkb:Springer
|
| gptkbp:series |
gptkb:Stochastic_Modelling_and_Applied_Probability
|
| gptkbp:subject |
gptkb:stochastic_process
martingale theory financial mathematics derivative pricing |
| gptkbp:usedBy |
quantitative analysts
financial mathematicians |
| gptkbp:usedIn |
quantitative finance education
|
| gptkbp:bfsParent |
gptkb:Tomasz_Zastawniak
|
| gptkbp:bfsLayer |
7
|