海外直订PDE and Martingale Methods in Option Pricing 期权定价中的偏微分方程
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预订 PDE and Martingale Methods in Option Pricing [ISBN:978884 【全球购】进口原版图书,约5-8周到达国内后发出
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【预订】PDE and Martingale Methods in Option Pricing 97888470178 国外库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9788847017801 Author 作者 Andrea Pascucci Format 版本 精装 Pages Number 页数 721页 Publisher 出版社 Springer Milan Publication Date 出版日期 2010-12-28 Shipping Weight 商品重量 1268g Language 语种 英语 Book Contents 内容简介 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 the classical arbitrage theory is analyzed in a Markovian setting by means of of PDEs techniques. After the martingale representation theorems and the Girsanov theory have been presented, arbitrage pricing is revisited in the martingale theory optics. Gen
¥1143