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Introduction To Option Pricing Theory Book

Introduction To Option Pricing Theory
Introduction To Option Pricing Theory, , Introduction To Option Pricing Theory has a rating of 3 stars
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Introduction To Option Pricing Theory, , Introduction To Option Pricing Theory
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  • Introduction To Option Pricing Theory
  • Written by author Gopinath Kallianpur
  • Published by Springer-Verlag New York, LLC, October 1999
  • 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 st
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Book Categories

Authors

Preface
1Stochastic Integration1
2Ito's Formula and its Applications47
3Representation of Square Integrable Martingales71
4Stochastic Differential Equations79
5Girsanov's Theorem95
6Option Pricing in Discrete Time103
7Introduction to Continuous Time Trading123
8Arbitrage and Equivalent Martingale Measures137
9Complete Markets169
10Black and Scholes Theory191
11Discrete Approximations205
12The American Options215
13Asset Pricing with Stochastic Volatility225
14The Russian Options241
References265
Index269


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