Musiela, Marek <br/><br/>
Martingale methods in financial modelling 

 - 2a ed. 
 - Berlín  Springer  2009 
 - 715 p. 
<br/><br/>Contiene: 1. An introduction to financial derivates.- 2. Discrete time security markets.- 3. Benchmark models in continuous time.- 4. Foreign market derivates.- 5. American options.- 6. Exotic options.- 7. Volatility risk.- 8. Continuous time security markets.- 9. Interest rates and related contracts.- 10. Short term rate models.- 11. Models of instantaneous forward rates.- 12. Market LIBOR models.- 13. Alternative market models.- 14. Cross currency derivatives. 
<br/><br/><label>ISBN: </label>978-3-540-20966-9 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Opciones
<br/><br/><label>Subjects--Index Terms: </label>Modelos matemáticos Rentas fijas Tasa de interés Valores Valores derivados 
<br/><br/><label>LC Class. No.: </label>HG/6024.A3/M87/2009