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PDE and Martingale Methods in Option Pricing
Tallenna

PDE and Martingale Methods in Option Pricing

Kirjailija:
sidottu, 2010
englanti
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.
Kirjailija
Andrea Pascucci
ISBN
9788847017801
Kieli
englanti
Paino
446 grammaa
Julkaisupäivä
28.12.2010
Kustantaja
Springer Verlag
Sivumäärä
721