"This gives a comprehensive introduction to the (standard) statistical analysis based on the theory of martingales and develops entropy methods in order to trea

A comprehensive and self-contained treatment of the theory and practice of option pricing. The role of martingale methods in financial modeling is exposed. The

Martingale Methods in Statistics provides a unique introduction to statistics of stochastic processes written with the author’s strong desire to present what

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