PDE and Martingale Methods in Option Pricing
-
- USD 64.99
-
- USD 64.99
Descripción editorial
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.
GÉNERO
Ciencia y naturaleza
PUBLICADO
2011
15 de abril
IDIOMA
EN
Inglés
EXTENSIÓN
738
Páginas
EDITORIAL
Springer Milan
VENTAS
Springer Nature B.V.
TAMAÑO
62.3
MB
Más libros de Andrea Pascucci
Otros libros de esta serie
Peacocks and Associated Martingales, with Explicit Constructions
2011
Selected Aspects of Fractional Brownian Motion
2013
Functionals of Multidimensional Diffusions with Applications to Finance
2013
Affine Diffusions and Related Processes: Simulation, Theory and Applications
2015
Stochastic Analysis for Poisson Point Processes
2016
Parameter Estimation in Fractional Diffusion Models
2018