PDE and Martingale Methods in Option Pricing (Bocconi & Springer Series)

New
Hardcover
2010
$150.08

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.

Synopsis

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.

$150.08

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 720
Edition: 1st Edition.
Publisher: Springer
Published: 28 Dec 2010
ISBN 10: 8847017807
ISBN 13: 9788847017801

PDE and Martingale Methods in Option Pricing (Bocconi & Springer Series)

New

$150.08

Synopsis

$150.08

More Information