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PDE and Martingale Methods in Option Pricing

Bag om PDE and Martingale Methods in Option Pricing

This detailed book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. It includes a full treatment of arbitrage theory in discrete and continuous time.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9788847017801
  • Indbinding:
  • Hardback
  • Sideantal:
  • 721
  • Udgivet:
  • 28. December 2010
  • Udgave:
  • 2
  • Størrelse:
  • 197x247x41 mm.
  • Vægt:
  • 1182 g.
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Leveringstid: 2-3 uger
Forventet levering: 17. Juli 2024

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This detailed book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. It includes a full treatment of arbitrage theory in discrete and continuous time.

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