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 US$
    • ‏64٫99 US$

وصف الناشر

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.

النوع
علم وطبيعة
تاريخ النشر
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١٥ أبريل
اللغة
EN
الإنجليزية
عدد الصفحات
٧٣٨
الناشر
Springer Milan
البائع
Springer Nature B.V.
الحجم
٦٢٫٣
‫م.ب.‬

المزيد من الكتب المشابهة

Inspired by Finance Inspired by Finance
Inspired by Finance
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Paris-Princeton Lectures on Mathematical Finance 2004 Paris-Princeton Lectures on Mathematical Finance 2004
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Seminar on Stochastic Analysis, Random Fields and Applications VI Seminar on Stochastic Analysis, Random Fields and Applications VI
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Advanced Mathematical Methods for Finance Advanced Mathematical Methods for Finance
Advanced Mathematical Methods for Finance
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Stochastic Analysis 2010 Stochastic Analysis 2010
Stochastic Analysis 2010
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Markets with Transaction Costs Markets with Transaction Costs
Markets with Transaction Costs
٢٠٠٩

المزيد من كتب Andrea Pascucci

Probability Theory I Probability Theory I
Probability Theory I
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Probability Theory II Probability Theory II
Probability Theory II
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Kolmogorov Operators and Their Applications Kolmogorov Operators and Their Applications
Kolmogorov Operators and Their Applications
٢٠٢٤
Teoria della Probabilità Teoria della Probabilità
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Teoria della Probabilità Teoria della Probabilità
Teoria della Probabilità
٢٠٢٠
Financial Mathematics Financial Mathematics
Financial Mathematics
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كتب أخرى بهذه السلسلة

Peacocks and Associated Martingales, with Explicit Constructions Peacocks and Associated Martingales, with Explicit Constructions
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Selected Aspects of Fractional Brownian Motion Selected Aspects of Fractional Brownian Motion
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Functionals of Multidimensional Diffusions with Applications to Finance Functionals of Multidimensional Diffusions with Applications to Finance
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Affine Diffusions and Related Processes: Simulation, Theory and Applications Affine Diffusions and Related Processes: Simulation, Theory and Applications
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٢٠١٥
Stochastic Analysis for Poisson Point Processes Stochastic Analysis for Poisson Point Processes
Stochastic Analysis for Poisson Point Processes
٢٠١٦
Parameter Estimation in Fractional Diffusion Models Parameter Estimation in Fractional Diffusion Models
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