PDE and Martingale Methods in Option Pricing (Bocconi & Springer Series)
Book Details
Author(s)Andrea Pascucci
PublisherSpringer
ISBN / ASIN8847056276
ISBN-139788847056275
AvailabilityUsually ships in 24 hours
Sales Rank11,317,661
MarketplaceUnited States 🇺🇸
Description
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.
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