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Pde And Martingale Methods In Option Pricing
language: english
Publisher:
SPRINGER VERLAG, December of 2010 ‧
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106,80€
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SYNOPSIS
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.
DETAILS
| 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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