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: An Introduction to Mathematical Finance (Universitext)
📄 Viewing lite version
Full site ›
Book Details
Author(s)Fred Espen Benth
PublisherSpringer
ISBN / ASIN354040502X
ISBN-139783540405023
AvailabilityUsually ships in 24 hours
Sales Rank2,419,377
CategoryBusiness & Economics
MarketplaceUnited States 🇺🇸
Description ▲
More Books in Business & Economics
Towers of gold, feet of clay: The Canadian banks
View
The Twelve Organizational Capabilities
View
The Looting Machine: Warlords, Tycoons, Smugglers and …
View
The Real-Life MBA: The No-Nonsense Guide to Winning th…
View
Collins Cape Revision Guide - Management of Business (…
View
Glencoe Mathematics for Business and Personal Finance,…
View
Economics: Ap Edition (A/P Economics)
View
Money, Banking and Financial Markets
View
Money, Banking, and Financial Markets
View