Option Theory with Stochastic Analysis
| Author | : Fred Espen Benth |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 180 |
| Release | : 2003-11-26 |
| ISBN-10 | : 354040502X |
| ISBN-13 | : 9783540405023 |
| Rating | : 4/5 (023 Downloads) |
Book Synopsis Option Theory with Stochastic Analysis by : Fred Espen Benth
Download or read book Option Theory with Stochastic Analysis written by Fred Espen Benth and published by Springer Science & Business Media. This book was released on 2003-11-26 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
