Introduction to Option Pricing Theory |
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| Author:
| Kallianpur, G.
Karandikar, R. L. |
| ISBN: | 978-3-7643-4108-4 |
| Publication Date: | Jan 1999 |
| Publisher: | Birkhäuser Boston
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| Book Format: | Paperback |
| List Price: | AUD $211.95 |
Book Description:
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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 development of the mathematical theory of finance. This work examines, in some detail, that part of stochastic finance pertaining to option pricing theory. Thus the exposition is confined to areas of stochastic finance that are relevant to the theory, omitting such topics as futures and term-structure." "Introduction to Option Pricing...
More Description"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 development of the mathematical theory of finance. This work examines, in some detail, that part of stochastic finance pertaining to option pricing theory. Thus the exposition is confined to areas of stochastic finance that are relevant to the theory, omitting such topics as futures and term-structure." "Introduction to Option Pricing Theory is intended for students and researchers in statistics, applied mathematics, business, or economics, who have a background in measure theory and have completed probability theory at the intermediate level. The work lends itself to self-study, as well as to a one-semester course at the graduate level."--BOOK JACKET.Title Summary field provided by Blackwell North America, Inc. All Rights Reserved