PDE and Martingale Methods in Option Pricing PDE and Martingale Methods in Option Pricing
Bocconi & Springer Series

PDE and Martingale Methods in Option Pricing

Andrea Pascucci
    • €54.99
    • €54.99

Publisher Description

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.

GENRE
Science & Nature
RELEASED
2011
15 April
LANGUAGE
EN
English
LENGTH
738
Pages
PUBLISHER
Springer Milan
PROVIDER INFO
Springer Science & Business Media LLC
SIZE
62.3
MB

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