Melʹnikov, A. V., 1953-

Financial markets : stochastic analysis and the pricing of derivative securities / A.V. Melʹnikov ; [translated from the Russian by H.H. McFaden]. - Providence, R.I. : American Mathematical Society, c1999. - xiv, 133 p. : ill. ; 26 cm. - Translations of mathematical monographs ; v. 184 .

Includes bibliographical references (p. 129-130) and index.

0821810820 (alk. paper)

99017735


Derivative securities--Prices--Mathematical models.
Options (Finance)--Prices--Mathematical models.

HG6024.A3 / M43813 1999

332.64/5