PDE and martingale methods in option pricing
Language: English Series: Bocconi & Springer seriesPublication details: Milan ; Springer ; 2011Edition: Description: xvii,719 p; 24 cmISBN: 978-88-470-1780-1Subject(s): | Mathematics | Differential equations-partial , Martingales(Mathematics) , Options(Finance)-Prices-Mathematical models , Arbitrage-Mathematical modelsItem type | Current library | Call number | Status | Notes | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|---|
Books | Central Library, IITB | 517.944:332.6Pas | Available | G11A20 | 232628 |
Total holds: 0
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