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PDE and Martingale Methods in Option Pricing - Bocconi & Springer Series Andrea Pascucci 第2 版
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PDE and Martingale Methods in Option Pricing - Bocconi & Springer Series
Andrea Pascucci
This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. After the martingale representation theorems and the Girsanov theory have been presented, arbitrage pricing is revisited in the martingale theory optics.
585 pages, 78 black & white illustrations, biography
| メディア | 書籍 Hardcover Book (ハードカバー付きの本) |
| リリース済み | 2010年12月28日 |
| ISBN13 | 9788847017801 |
| 出版社 | Springer Verlag |
| ページ数 | 721 |
| 寸法 | 197 × 247 × 41 mm · 1,18 kg |
| 言語 | 英語 |
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