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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
| Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
| Lançado | 12 de outubro de 2014 |
| ISBN13 | 9788847056275 |
| Editoras | Springer Verlag |
| Páginas | 738 |
| Dimensões | 155 × 235 × 38 mm · 1,10 kg |
| Idioma | Inglês |
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