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PDE and Martingale Methods in Option Pricing - Bocconi and Springer Series Andrea Pascucci 2011 edition
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PDE and Martingale Methods in Option Pricing - Bocconi and Springer Series
Andrea Pascucci
This detailed book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. It includes a full treatment of arbitrage theory in discrete and continuous time.
721 pages, biography
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 12 de octubre de 2014 |
| ISBN13 | 9788847056275 |
| Editores | Springer Verlag |
| Páginas | 738 |
| Dimensiones | 155 × 235 × 38 mm · 1,10 kg |
| Lengua | Inglés |
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