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PDE and Martingale Methods in Option Pricing - Andrea Pascucci - Bog

Bag om PDE and Martingale Methods in Option Pricing

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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9788847017801
  • Indbinding:
  • Hardback
  • Sideantal:
  • 721
  • Udgivet:
  • 28. December 2010
  • Udgave:
  • 2
  • Størrelse:
  • 197x247x41 mm.
  • Vægt:
  • 1182 g.
  • 8-11 hverdage.
  • 22. Oktober 2024
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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af PDE and Martingale Methods in Option Pricing

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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