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Pde And Martingale Methods In Option Pricing eBook

by Andrea Pascucci
language: english
Publisher: Springer Milan, April of 2011 ‧
139,79€
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This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. After the martingale representation theorems and the Girsanov theory have been presented, arbitrage pricing is revisited in the martingale theory optics.

Pde And Martingale Methods In Option Pricing

by Andrea Pascucci

Property Description
ISBN: 9788847017818
Publisher: Springer Milan
Release Date: April of 2011
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Bocconi & Springer Series
Categories: eBooks in English > Economics, Finance and Accounting > Economy
eBooks in English > Economics, Finance and Accounting > Finances
EAN: 9788847017818

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