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PDE and Martingale Methods in Option Pricing

af Andrea Pascucci

indgår i Bocconi and Springer Series serien

PDE and Martingale Methods in Option Pricing af Andrea Pascucci
Bag om PDE and Martingale Methods in Option Pricing

This detailed book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. It includes a full treatment of arbitrage theory in discrete and continuous time.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9788847056275
  • Indbinding:
  • Paperback
  • Sideantal:
  • 738
  • Udgivet:
  • 12. oktober 2014
  • Udgave:
  • 2011
  • Størrelse:
  • 235x155x38 mm.
  • Vægt:
  • 1116 g.
Leveringstid: 2-3 uger
Forventet levering: 27. november 2024

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This detailed book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. It includes a full treatment of arbitrage theory in discrete and continuous time.

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