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Mathematics - Quantitative Finance | PDE and Martingale Methods in Option Pricing (Authors and Editors)

PDE and Martingale Methods in Option Pricing

Pascucci, Andrea

2011, XVII, 721 p.

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Andrea Pascucci is Professor of Mathematics at the University of Bologna where he is director of a master program in Quantitative Finance. His research interests include second order parabolic partial differential equations and stochastic analysis with applications to finance (pricing of European, American and Asian options).

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  • PDE and Martingale Methods in Option Pricing
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    PDE and Martingale Methods in Option Pricing

    Series: Bocconi & Springer Series

    Pascucci, Andrea 2011

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  • Calcolo stocastico per la finanza
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    Calcolo stocastico per la finanza

    Collana: UNITEXT

    Sotto-collana: La Matematica per il 3+2

    Pascucci, Andrea 2008

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    ISBN 978-88-470-0601-0
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  • Financial Mathematics
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    Financial Mathematics

    Theory and Problems for Multi-period Models

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    Subseries: La Matematica per il 3+2

    Pascucci, Andrea, Runggaldier, Wolfgang J. 2012

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    ISBN 978-88-470-2538-7
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  • Finanza matematica
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    Finanza matematica

    Teoria e problemi per modelli multiperiodali

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    Sotto-collana: La Matematica per il 3+2

    Pascucci, Andrea, Runggaldier, Wolfgang J. 2009

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    ISBN 978-88-470-1442-8
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