01113cam a2200301 a 4500001001800000003000900018005001700027008004100044020001800085020001800103035002300121040004000144050002400184100002700208245008100235250001200316260003200328300002600360490006900386504006600455650004700521650003300568650004900601650004000650650004300690700002900733830004900762CY-PaNEU10002716 CY-PaNEU20200628125604.0041001s2005    gw       b    001 0 eng d  a9783540209669  a9783540266532  a(OCoLC)ocm57224362  aEQFcEQFdOHXdOCLCQdDLCdCY-PaNEU10aHG6024.A3bM87 20051 aMusiela, Marek,d1950-10aMartingale methods in financial modelling /cMarek Musiela, Marek Rutkowski.  a2nd ed.  aBerlin :bSpringer,cc2005.  axvi, 636 p. ;c24 cm.1 aStochastic modelling and applied probability,x0172-4568 ;v36.   aIncludes bibliographical references (p. [583]-629) and index. 0aDerivative securitiesxMathematical models 0aFinancexMathematical models 0aFixed-income securitiesxMathematical models 0aInterest ratesxMathematical models 0aOptions (Finance)xMathematical models1 aRutkowski, Marek,d1952- 0aStochastic modelling and applied probability