PDE and martingale methods in option pricing
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...
| প্রধান লেখক: | |
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| সংস্থা লেখক: | |
| বিন্যাস: | Electronic Resource |
| ভাষা: | English |
| প্রকাশিত: |
Milan, New York
Springer
c2011.
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| মালা: | Bocconi & springer series
2 |
| বিষয়গুলি: | |
| অনলাইন ব্যবহার করুন: | Available for University of the Philippines Diliman via SpringerLink. Click here to access |