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
    • $64.99
    • $64.99

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
April 15
LANGUAGE
EN
English
LENGTH
738
Pages
PUBLISHER
Springer Milan
SELLER
Springer Nature B.V.
SIZE
62.3
MB

More Books Like This

Inspired by Finance Inspired by Finance
Inspired by Finance
2013
Paris-Princeton Lectures on Mathematical Finance 2004 Paris-Princeton Lectures on Mathematical Finance 2004
Paris-Princeton Lectures on Mathematical Finance 2004
2007
Seminar on Stochastic Analysis, Random Fields and Applications VI Seminar on Stochastic Analysis, Random Fields and Applications VI
Seminar on Stochastic Analysis, Random Fields and Applications VI
2011
Advanced Mathematical Methods for Finance Advanced Mathematical Methods for Finance
Advanced Mathematical Methods for Finance
2011
Stochastic Analysis 2010 Stochastic Analysis 2010
Stochastic Analysis 2010
2010
Markets with Transaction Costs Markets with Transaction Costs
Markets with Transaction Costs
2009

More Books by Andrea Pascucci

Teoria della Probabilità Teoria della Probabilità
Teoria della Probabilità
2024
Teoria della Probabilità Teoria della Probabilità
Teoria della Probabilità
2020
Financial Mathematics Financial Mathematics
Financial Mathematics
2012
Finanza matematica Finanza matematica
Finanza matematica
2009

Other Books in This Series

Peacocks and Associated Martingales, with Explicit Constructions Peacocks and Associated Martingales, with Explicit Constructions
Peacocks and Associated Martingales, with Explicit Constructions
2011
Selected Aspects of Fractional Brownian Motion Selected Aspects of Fractional Brownian Motion
Selected Aspects of Fractional Brownian Motion
2013
Functionals of Multidimensional Diffusions with Applications to Finance Functionals of Multidimensional Diffusions with Applications to Finance
Functionals of Multidimensional Diffusions with Applications to Finance
2013
Affine Diffusions and Related Processes: Simulation, Theory and Applications Affine Diffusions and Related Processes: Simulation, Theory and Applications
Affine Diffusions and Related Processes: Simulation, Theory and Applications
2015
Stochastic Analysis for Poisson Point Processes Stochastic Analysis for Poisson Point Processes
Stochastic Analysis for Poisson Point Processes
2016
Parameter Estimation in Fractional Diffusion Models Parameter Estimation in Fractional Diffusion Models
Parameter Estimation in Fractional Diffusion Models
2018