Option pricing, interest rates and risk management / edited by E. Jouini, J. Cvitanić, Marek Musiela.

This 2001 handbook surveys the state of practice, method and understanding in the field of mathematical finance. Every chapter has been written by leading researchers and each starts by briefly surveying the existing results for a given topic, then discusses more recent results and, finally, points...

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Bibliographic Details
Online Access: Full Text (via Cambridge)
Corporate Author: Cambridge University Press
Other Authors: Jouini, E. (Elyès), 1965-, Cvitanić, J. (Jaksa), 1962-, Musiela, Marek, 1950-
Other title:Cambridge books online.
Format: eBook
Language:English
Published: Cambridge, U.K. : Cambridge University Press, 2001.
Series:Handbooks in mathematical finance.
Subjects: