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PDE and Martingale Methods in Option Pricing - Bocconi & Springer Series Andrea Pascucci 2.º edición
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PDE and Martingale Methods in Option Pricing - Bocconi & Springer Series
Andrea Pascucci
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.
585 pages, 78 black & white illustrations, biography
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 28 de diciembre de 2010 |
| ISBN13 | 9788847017801 |
| Editores | Springer Verlag |
| Páginas | 721 |
| Dimensiones | 197 × 247 × 41 mm · 1,18 kg |
| Lengua | Inglés |
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