Details
- Autor(en) / Beteiligte
- Titel
- PDE and Martingale Methods in Option Pricing
- Auflage
- 2nd ed.
- Ort / Verlag
- Milano: Springer Nature
- Erscheinungsjahr
- 2011
- Link zum Volltext
- Quelle
- Alma/SFX Local Collection
- Beschreibungen/Notizen
- 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.
- Sprache
- Englisch
- Identifikatoren
- ISBN: 8847017815, 9788847017818, 8847017807, 9788847017801ISSN: 2039-1471DOI: 10.1007/978-88-470-1781-8Titel-ID: cdi_askewsholts_vlebooks_9788847017818
- Format
- –
- Schlagworte
- Applications of Mathematics, Arbitrage, Arbitrage-Mathematical models, Differential equations, Partial, Finance, general, Martingales (Mathematics), Mathematical models, Mathematics, Mathematics and Statistics, Options (Finance), Prices, Probabilities & applied mathematics, Probability Theory and Stochastic Processes, Quantitative Finance