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
    • US$64.99
    • US$64.99

출판사 설명

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.

장르
과학 및 자연
출시일
2011년
4월 15일
언어
EN
영어
길이
738
페이지
출판사
Springer Milan
판매자
Springer Nature B.V.
크기
62.3
MB

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