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PDE and Martingale Methods in Option Pricing
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.
953,00 DH
En stock
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.
| ISBN / EAN | 9788847017801 |
|---|---|
| Auteur | Pascucci, Andrea |
| Editeur | Springer Verlag |