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Martingale Methods in Financial Modelling
This book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. The first part of the text starts with discrete-time models of financial markets, including the Cox-Ross-Rubinstein binomial model. The passage from discrete- to continuous...
| Call Number: | Libro Electrónico |
|---|---|
| Main Authors: | , |
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2005.
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| Edition: | 2nd ed. 2005. |
| Series: | Stochastic Modelling and Applied Probability,
36 |
| Subjects: | |
| Online Access: | Texto Completo |