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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...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
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| Formato: | Electrónico eBook |
| Idioma: | Inglés |
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Milano :
Springer Milan : Imprint: Springer,
2011.
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| Edición: | 1st ed. 2011. |
| Colección: | Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics,
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| Acceso en línea: | Texto Completo |