Option pricing, interest rates and risk management / edited by E. Jouini, J. Cvitanic, Marek Musiela - Cambridge : Cambridge Univ. Press, 2001 - 669 p. : ill. - Handbooks in mathematical finance .

Includes bibliographical references

0521792371


DERIVATIVE SECURITIES--PRICES--MATHEMATICAL MODELS
INTEREST RATES--MATHEMATICAL MODELS
RISK MANAGEMENT
SECURITIES--MATHEMATICAL MODELS

HG6024 .A3 / O674