PDE and Martingale Methods in Option Pricing - Bocconi & Springer Series - Andrea Pascucci - Books - Springer Verlag - 9788847017801 - December 28, 2010
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PDE and Martingale Methods in Option Pricing - Bocconi & Springer Series 2nd edition

Andrea Pascucci

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PDE and Martingale Methods in Option Pricing - Bocconi & Springer Series 2nd edition

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

Media Books     Hardcover Book   (Book with hard spine and cover)
Released December 28, 2010
ISBN13 9788847017801
Publishers Springer Verlag
Pages 721
Dimensions 197 × 247 × 41 mm   ·   1.43 kg
Language English  
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