Financial markets : stochastic analysis and the pricing of derivative securities / A.V. Melʹnikov ; [translated from the Russian by H.H. McFaden]
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| Main Author: | |
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| Other title: | Finansovye rynki. English |
| Format: | Book |
| Language: | English Russian |
| Published: |
Providence, R.I. :
American Mathematical Society,
©1999.
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| Series: | Translations of mathematical monographs ;
v. 184. |
| Subjects: |
| Physical Description: | xiv, 133 pages : illustrations ; 26 cm. |
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| Bibliography: | Includes bibliographical references (pages 129-130) and index. |
| ISBN: | 0821810820 (alk. paper) |