Gå direkte til innholdet
PDE and Martingale Methods in Option Pricing
Spar

PDE and Martingale Methods in Option Pricing

Forfatter:
innbundet, 2010
Engelsk
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.
ISBN
9788847017801
Språk
Engelsk
Vekt
446 gram
Utgivelsesdato
28.12.2010
Antall sider
721