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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:
  • 9788847056275
  • Indbinding:
  • Paperback
  • Sideantal:
  • 738
  • Udgivet:
  • 12. oktober 2014
  • Udgave:
  • 2011
  • Størrelse:
  • 235x155x38 mm.
  • Vægt:
  • 1116 g.
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Leveringstid: 1-2 uger
Forventet levering: 15. januar 2025

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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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