PDE and Martingale Methods in Option Pricing
Andrea Pascucci
Springer Verlag, 2010
139,95 €On orderDelivery: 2-3 weeks
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-13
- 9788847017801
- ISBN-10
- 8847017807
- Publisher
- Springer Verlag
- Year
- 2010
- Publication date
- 2010-12-28
- Pages
- 721
- Dimensions
- 247x197x41
- Weight
- 1182