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Martingale methods in financial modelling

by Musiela, Marek | Rutkowski, Marek | -.

Series: Applications of mathematics ; 36Edition: Language: English Publication details: Berlin ; Springer ; 1997Availability: Items available for loan: 1 Call number: 332:519.28Mus.

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Credit risk : modeling, valuation and hedging

by Bielecki, Tomasz R | Rutkowski, Marek | .

Series: Springer financeEdition: Language: English Publication details: Berlin ; Springer ; 2004Availability: Items available for loan: 1 Call number: 332.7:519.28Bie.

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