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...
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| Autor principal: | |
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| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado em: |
Milano :
Springer Milan
[20..].
Cham : Springer Nature |
| Edição: | 1st ed. 2011. |
| Colecção: | Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics
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| Assuntos: | |
| Acesso em linha: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Description d'après consultation du 09 avril 2013 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • PDE and martingale methods in option pricing, Andrea Pascucci, 2010, Milan, Springer, Bocconi university press, 1 vol. (XVII-719 p.), Bocconi & Springer series, 978-88-470-1780-1 |