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Pde And Martingale Methods In Option Pricing

by Andrea Pascucci
language: english
Publisher: SPRINGER VERLAG, December of 2010 ‧
106,80€
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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: 9788847017801
Publisher: SPRINGER VERLAG
Release Date: December of 2010
Language: English
Cover: Hardcover
Pages: 721
Format: Book
Collection: Bocconi & Springer Series
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9788847017801

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