PDE and Martingale Methods in Option Pricing

Autor*innen

• Andrea Pascucci

Parameter

• 740 Seiten
• 26 Lesestunden

• Finanzen
• Ökonomie
• Wirtschaft

Mehr zum Buch

Focusing on mathematical and probabilistic techniques, this book delves into modern option pricing theory. It provides comprehensive coverage of both discrete and continuous time arbitrage theory, equipping readers with essential numerical methods for understanding and applying these concepts in financial contexts.

• Sprache: Englisch
• Erscheinungsdatum: 2014
• Einband: Paperback