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 €

Descrição da editora

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
Ciência e natureza
LANÇADO
2011
15 de abril
IDIOMA
EN
Inglês
PÁGINAS
738
EDITORA
Springer Milan
TAMANHO
62,3
MB

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