PDE and Martingale Methods in Option Pricing |
|
| Author:
| Pascucci, Andrea |
| Series title: | Bocconi and Springer Ser. |
| ISBN: | 978-88-470-1780-1 |
| Publication Date: | Dec 2010 |
| Publisher: | Springer Milan
|
| Imprint: | Springer |
| Book Format: | Hardback |
| List Price: | USD $119.99 |
Book Description:
|
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.
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.