PDE and Martingale Methods in Option Pricing

PDE and Martingale Methods in Option Pricing by Andrea Pascucci.

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...

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Bibliographic Details
Main Author: Pascucci, Andrea (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Milano : Springer Milan : Imprint: Springer, 2011.
Edition:1st ed. 2011.
Series:Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics,
Springer eBook Collection.
Subjects:
Economics, Mathematical .
Probabilities.
Applied mathematics.
Engineering mathematics.
Finance.
Electronic resources (E-books)
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Call Number: E-Book
Status: Available

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