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An Introduction to Financial Derivatives

  • Marek Musiela
  • Marek Rutkowski
Part of the Stochastic Modelling and Applied Probability book series (SMAP, volume 36)

We shall first review briefly the most important kinds of financial contracts, traded either on exchanges or over-the-counter (OTC), between financial institutions and their clients. For a detailed account of the fundamental features of spot (i.e., cash) and futures financial markets the reader is referred, for instance, to Duffie (1989), Kolb (1991), Redhead (1996), or Hull (1997).

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Copyright information

© Springer-Verlag Berlin Heidelberg 2005

Authors and Affiliations

  • Marek Musiela
    • 1
  • Marek Rutkowski
    • 2
  1. 1.BNP ParibasLondonUK
  2. 2.Inst. MathematicsTechnical University WarszawaWarszawaPoland

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