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Pde And Martingale Methods In Option Pricing
idioma: inglês
Editor:
SPRINGER VERLAG, dezembro de 2010 ‧
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106,80€
10% DESCONTO
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9788847017801 |
| Editor: | SPRINGER VERLAG |
| Data de Lançamento: | dezembro de 2010 |
| Idioma: | Inglês |
| Encadernação: | Capa dura |
| Páginas: | 721 |
| Tipo de produto: | Livro |
| Coleção: | Bocconi & Springer Series |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Finanças
|
| EAN: | 9788847017801 |
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