Option Theory with Stochastic Analysis

Option Theory with Stochastic Analysis
Author: Fred Espen Benth
Publisher: Springer Science & Business Media
Total Pages: 180
Release: 2003-11-26
Genre: Business & Economics
ISBN: 9783540405023

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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 covers the theory essential to the statistical modeling of stocks, pricing of derivatives with martingale theory, and computational finance including both finite-difference and Monte Carlo methods.


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 Theory with Stochastic Analysis
Language: en
Pages: 172
Authors: Fred Espen Benth
Categories: Business & Economics
Type: BOOK - Published: 2012-12-06 - 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
Introduction to Option Pricing Theory
Language: en
Pages: 266
Authors: Gopinath Kallianpur
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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Since the appearance of seminal works by R. Merton, and F. Black and M. Scholes, stochastic processes have assumed an increasingly important role in the develop
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
Introduction to Option Pricing Theory
Language: en
Pages: 268
Authors: G. Kallianpur
Categories: Options (Finance)
Type: BOOK - Published: 2000 - Publisher:

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"Since the appearance of seminal works by R. Merton, and F. Black and M. Scholes, stochastic processes have assumed an increasingly important role in the develo