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PDE and Martingale Methods in Option Pricing - Bocconi & Springer Series Andrea Pascucci 2. izdevums
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PDE and Martingale Methods in Option Pricing - Bocconi & Springer Series
Andrea Pascucci
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.
585 pages, 78 black & white illustrations, biography
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2010. gada 28. decembris |
| ISBN13 | 9788847017801 |
| Izdevēji | Springer Verlag |
| Lapas | 721 |
| Izmēri | 197 × 247 × 41 mm · 1,18 kg |
| Valoda | Angļu |
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