Introduction to Martingale Methods in Option Pricing

Introduction to Martingale Methods in Option Pricing
Author: Jia-An Yan
Publisher:
Total Pages: 76
Release: 1998
Genre:
ISBN:

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Introduction to Martingale Methods in Option Pricing
Language: en
Pages: 76
Authors: Jia-An Yan
Categories:
Type: BOOK - Published: 1998 - Publisher:

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PDE and Martingale Methods in Option Pricing
Language: en
Pages: 727
Authors: Andrea Pascucci
Categories: Mathematics
Type: BOOK - Published: 2011-04-15 - Publisher: Springer Science & Business Media

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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
Martingale Methods in Financial Modelling
Language: en
Pages: 521
Authors: Marek Musiela
Categories: Mathematics
Type: BOOK - Published: 2013-06-29 - Publisher: Springer Science & Business Media

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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
Option Theory with Stochastic Analysis
Language: en
Pages: 180
Authors: Fred Espen Benth
Categories: Business & Economics
Type: BOOK - Published: 2003-11-26 - Publisher: Springer Science & Business Media

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This is a very basic and accessible introduction to option pricing, invoking a minimum of stochastic analysis and requiring only basic mathematical skills. It c
Option Pricing in Incomplete Markets
Language: en
Pages: 200
Authors: Yoshio Miyahara
Categories: Electronic books
Type: BOOK - Published: 2012 - Publisher: World Scientific

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This volume offers the reader practical methods to compute the option prices in the incomplete asset markets. The [GLP & MEMM] pricing models are clearly introd