Item Details

Financial Markets: Stochastic Analysis and the Pricing of Derivative Securities

A.V. Melʹnikov ; [translated from the Russian by H.H. McFaden]
Format
Book
Published
Providence, R.I. : American Mathematical Society, c1999.
Language
English
Russian (translated from)
Uniform Title
Finansovye Rynki English
Series
Translations of Mathematical Monographs
ISBN
0821810820 (alk. paper)
Description
xiv, 133 p. : ill. ; 26 cm.
Notes
Includes bibliographical references (p. 129-130) and index.
Series Statement
Translations of mathematical monographs v. 184
Technical Details
  • Access in Virgo Classic

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    a| Financial markets : b| stochastic analysis and the pricing of derivative securities / c| A.V. Melʹnikov ; [translated from the Russian by H.H. McFaden].
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    a| Providence, R.I. : b| American Mathematical Society, c| c1999.
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    a| xiv, 133 p. : b| ill. ; c| 26 cm.
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    a| Translations of mathematical monographs v| v. 184
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    a| Includes bibliographical references (p. 129-130) and index.
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    a| Derivative securities x| Prices x| Mathematical models.
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