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Martingale Methods in Financial Modelling

Posted By: AvaxGenius
Martingale Methods in Financial Modelling

Martingale Methods in Financial Modelling by Marek Musiela
English | PDF | 1997 | 521 Pages | ISBN : 354061477X | 50.5 MB

The origin of this book can be traced to courses on financial mathemat­ ics taught by us at the University of New South Wales in Sydney, Warsaw University of Technology (Politechnika Warszawska) and Institut National Polytechnique de Grenoble. Our initial aim was to write a short text around the material used in two one-semester graduate courses attended by students with diverse disciplinary backgrounds (mathematics, physics, computer sci­ ence, engineering, economics and commerce).