PDE and Martingale Methods in Option Pricing 2024 pdf epub mobi 電子書 下載

☆☆☆☆☆
簡體網頁||繁體網頁

PDE and Martingale Methods in Option Pricing pdf epub mobi 著者簡介

---

PDE and Martingale Methods in Option Pricing pdf epub mobi 圖書描述

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. General tools from PDE and martingale theories are also used in the analysis of volatility modeling. The book also contains an Introduction to Levy processes and Malliavin calculus. The last part is devoted to the description of the numerical methods used in option pricing: Monte Carlo, binomial trees, finite differences and Fourier transform.

PDE and Martingale Methods in Option Pricing 2024 pdf epub mobi 電子書 下載

---

PDE and Martingale Methods in Option Pricing pdf epub mobi 圖書目錄

---

下載链接在页面底部

點擊這裡下載

    

---

facebook linkedin mastodon messenger pinterest reddit telegram twitter viber vkontakte whatsapp 複製鏈接

---

想要找書就要到 本本書屋

onlinetoolsland.com

立刻按 ctrl+D收藏本頁

你會得到大驚喜!!

---

發表於2024-06-29

PDE and Martingale Methods in Option Pricing 2024 pdf epub mobi 電子書 下載

PDE and Martingale Methods in Option Pricing 2024 pdf epub mobi 電子書 下載

PDE and Martingale Methods in Option Pricing 2024 pdf epub mobi 電子書 下載

---

喜欢 PDE and Martingale Methods in Option Pricing 電子書 的读者还喜欢

PDE and Martingale Methods in Option Pricing pdf epub mobi 讀後感

圖書標籤: Finance  Probability  PDE  金融數學  Stochastics  Mathematics  ~   

PDE and Martingale Methods in Option Pricing pdf epub mobi 用戶評價

PDE and Martingale Methods in Option Pricing 2024 pdf epub mobi 電子書 下載

• 
  A First Course in Abstract Algebra 2024 pdf epub mobi 電子書 下載
• 
  Mathematical Apocrypha Redux 2024 pdf epub mobi 電子書 下載
• 
  Advanced Mathematical Methods for Scientists and Engineers 2024 pdf epub mobi 電子書 下載
• 
  Mathematical Models in Population Biology and Epidemiology 2024 pdf epub mobi 電子書 下載
• 
  Weak Convergence and Empirical Processes 2024 pdf epub mobi 電子書 下載
• 
  Basic Training in Mathematics 2024 pdf epub mobi 電子書 下載
• 
  A Course in Large Sample Theory 2024 pdf epub mobi 電子書 下載
• 
  Homological Algebra 2024 pdf epub mobi 電子書 下載
• 
  Platonic & Archimedean Solids (Wooden Books) 2024 pdf epub mobi 電子書 下載
• 
  Fundamentals of Semigroup Theory 2024 pdf epub mobi 電子書 下載
• 
  A Friendly Introduction to Number Theory 2024 pdf epub mobi 電子書 下載
• 
  Chinese Gentry 2024 pdf epub mobi 電子書 下載
• 
  修辭學與文學講義 2024 pdf epub mobi 電子書 下載
• 
  道德情操論 2024 pdf epub mobi 電子書 下載
• 
  亞當·斯密傳 2024 pdf epub mobi 電子書 下載
• 
  國富論 2024 pdf epub mobi 電子書 下載
• 
  道德情操論 2024 pdf epub mobi 電子書 下載
• 
  國富論 2024 pdf epub mobi 電子書 下載
• 
  國富論 2024 pdf epub mobi 電子書 下載
• 
  情感 秩序 美德 2024 pdf epub mobi 電子書 下載