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  • foto Pde and Martingale Methods in Option Pricing 9788847056275 by Andrea Pascucci
    EUR 111.55

    Informazioni e caratteristiche Libri e riviste Pde and Martingale Methods in Option Pricing 9788847056275 by Andrea Pascucci.

    Pde and Martingale Methods in Option Pricing 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 part, the theories of stochastic calculus and parabolic PDEs are developed in detail and...

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  • foto PDE and Martingale Methods in Option Pricing 9788847017801 by Andrea Pascucci
    EUR 88.28

    Informazioni e caratteristiche Libri e riviste PDE and Martingale Methods in Option Pricing 9788847017801 by Andrea Pascucci.

    PDE and Martingale Methods in Option Pricing 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 part, the theories of stochastic calculus and parabolic PDEs are developed in detail and...

    Compra su eBay

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