Pricing derivatives the Martingale way / Pierre Collin Dufresne, William Keirstead, and Michael P. Ross.

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Bibliographic Details
Main Author:	Dufresne, Pierre Collin
Other Authors:	Keirstead, William P., Ross, Michael P.
Format:	Book
Language:	English
Published:	Berkeley, CA : Institute of Business and Economic Research, [1998]
Series:	Research program in finance working paper series ; no. 279.
Subjects:	Derivative securities > Prices. Martingales (Mathematics)

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Call Number:	HG1 .R39 no. 279-282
HG1 .R39 no. 279-282	Available Place a Hold Contents The following works are all found in the book indicated by the call number above. Corporate hedging : what, why and how? / Michael P. Ross. The "credit crunch" and the availability of credit to small business / Diana Hancock... Pricing derivatives the Martingale way / Pierre Collin Dufresne, William Keirstead, a...