PDE and Martingale Methods in Option Pricing - Bocconi and Springer Series - Andrea Pascucci - Books - Springer Verlag - 9788847056275 - October 12, 2014
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Andrea Pascucci
PDE and Martingale Methods in Option Pricing - Bocconi and Springer Series 2011 edition

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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.

721 pages, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released October 12, 2014
ISBN13 9788847056275
Publishers Springer Verlag
Pages 738
Dimensions 155 × 235 × 38 mm   ·   1.10 kg
Language English  

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