PDE and martingale methods in option pricing

PDE and martingale methods in option pricing

Näytä kaikki versiot (2)

This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. The text is designed for readers with a basic mathematical background. The first part contains a presentation of the arbitrage theory in discrete time. In the second...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Pascucci, Andrea
Yhteisötekijä: SpringerLink (Online service)
Aineistotyyppi: Electronic Resource
Kieli:English
Julkaistu: Milan, New York Springer c2011.
Sarja:Bocconi & springer series 2
Aiheet:
Options (Finance) > Prices > Mathematical models.
Martingales (Mathematics)
Differential equations, Partial.
Electronic books.
Linkit:Available for University of the Philippines Diliman via SpringerLink. Click here to access