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Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance (Softcover Reprint o

by Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance (Softcover Reprint of the Original 1st 2004)

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Description

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.

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Product Details

  • Nov 26, 2003 Pub Date:
  • 354040502X ISBN-10:
  • 9783540405023 ISBN-13:
  • English Language