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PDE and Martingale Methods in Option Pricing

About 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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  • Language:
  • English
  • ISBN:
  • 9788847017801
  • Binding:
  • Hardback
  • Pages:
  • 721
  • Published:
  • December 27, 2010
  • Edition:
  • 2
  • Dimensions:
  • 197x247x41 mm.
  • Weight:
  • 1182 g.
Delivery: 2-3 weeks
Expected delivery: January 11, 2025
Extended return policy to January 30, 2025
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Description of 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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