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Martingale Methods in Financial Modelling

19971,113 citationsBook

Authors

Marek Musiela · UNSW Sydney

Marek Rutkowski · Institute of Mathematics

Topics & Keywords

Stochastic processes and financial applications Financial Risk and Volatility Modeling Credit Risk and Financial Regulations

UN Sustainable Development Goals

Decent work and economic growth

Publication Details

DOI: 10.1007/978-3-662-22132-7

Field-Weighted Citation Impact: 28.86

Martingale Methods in Financial Modelling | Researchclopedia