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PDE and Martingale Methods in Option Pricing
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PDE and Martingale Methods in Option Pricing

Författare:
inbunden, 2010
Engelska
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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.
Författare
Andrea Pascucci
ISBN
9788847017801
Språk
Engelska
Vikt
446 gram
Utgivningsdatum
2010-12-28
Sidor
721