Option Theory with Stochastic Analysis

Released on by Fred Espen Benth
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  • Option Theory with Stochastic Analysis Book Detail

  • Author : Fred Espen Benth
  • Release Date : 2012-12-06
  • Publisher : Springer Science & Business Media
  • Genre : Business & Economics
  • Pages : 172
  • ISBN 13 : 3642187862
  • File Size : 53,53 MB
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Option Theory with Stochastic Analysis by Fred Espen Benth PDF Summary

Book 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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