PDE and martingale methods in option pricing
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...
| Main Author: | Pascucci, Andrea. |
|---|---|
| Other Authors: | SpringerLink (Online Service) |
| Format: | eBook |
| Language: | English |
| Published: |
Milan ; New York :
Springer,
©2011.
|
| Physical Description: |
1 online resource (xvii, 719 pages) |
| Series: |
Bocconi & Springer series.
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| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |