PDE and Martingale Methods in Option Pricing

By Andrea Pascucci

Book Overview

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 8847017807
• ISBN13: 9788847017801
• Release Date: December 2010
• Publisher: Springer
• Length: 721 Pages
• Weight: 3.21 lbs.
• Dimensions: 1.5" x 6.1" x 9.3"