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Book Categories |
| Preface | ||
| 1 | Stochastic Integration | 1 |
| 2 | Ito's Formula and its Applications | 47 |
| 3 | Representation of Square Integrable Martingales | 71 |
| 4 | Stochastic Differential Equations | 79 |
| 5 | Girsanov's Theorem | 95 |
| 6 | Option Pricing in Discrete Time | 103 |
| 7 | Introduction to Continuous Time Trading | 123 |
| 8 | Arbitrage and Equivalent Martingale Measures | 137 |
| 9 | Complete Markets | 169 |
| 10 | Black and Scholes Theory | 191 |
| 11 | Discrete Approximations | 205 |
| 12 | The American Options | 215 |
| 13 | Asset Pricing with Stochastic Volatility | 225 |
| 14 | The Russian Options | 241 |
| References | 265 | |
| Index | 269 |
| Price | Condition | Delivery | Seller | Action |
| $116.78 | Digital |
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Add Introduction to Option Pricing Theory, 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, Introduction to Option Pricing Theory to the inventory that you are selling on WonderClubX
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Add Introduction to Option Pricing Theory, 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, Introduction to Option Pricing Theory to your collection on WonderClub |