02310nam0 22005653i 450 VAN0029750520251006033844.975N978366222132720250826d1997 |0itac50 baengDE|||| |||||i e bcrMartingale methods in financial modellingMarek Musiela, Marek RutkowskiBerlin [etc.]Springer1997xii, 512 p.24 cm001VAN000764902001 Stochastic modelling and applied probability210 New York [etc.]Springer3660-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF60HxxStochastic analysis [MSC 2020]VANC019765MF62P05Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]VANC030682MF91GxxActuarial science and mathematical finance [MSC 2020]VANC020093MFArbitrageKW:KBlack-ScholesKW:KDerivativesKW:KFinanceKW:KFinancial modellingKW:KMartingalesKW:KMathematical FinanceKW:KModelingKW:KOption pricingKW:KQuantitative FinanceKW:KStochastic CalculusKW:KSwapsKW:KValuationKW:KVolatilityKW:KBerlinVANL000066332.0151Economia finanziaria. Principi matematici20MusielaMarekVANV08223661948RutkowskiMarekVANV08055461949Springer <editore>VANV108073650ITSOL20251010RICAhttps://doi.org/10.1007/978-3-662-22132-7E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00297505BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-Book 12385 08eMF12385 20250929 Martingale methods in financial modelling83357UNICAMPANIA