Inspired by Finance the Musiela Festschrift.

The present volume is dedicated to Marek Musiela, an eminent scholar and practitioner who is perhaps best-known for his important contributions to problems of derivative pricing, theory of term structure of interest rates, theory of defaultable securities and other topics in modern mathematical fina...

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Bibliographic Details
Main Author: Kabanov, Yuri
Other Authors: Rutkowski, Marek, Zariphopoulou, Thaleia, 1962-
Format: Electronic eBook
Language:English
Published: Dordrecht : Springer, 2013.
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Online Access: Full text (Wentworth users only)
Local Note:Ebook Library