Introduction to Option Pricing Theory

by Rajeeva L. Karandikar and Gopinath Kallianpur

Book Overview

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...

• Format: Hardcover
• Language: English
• ISBN: 0817641084
• ISBN13: 9780817641085
• Release Date: October 1999
• Publisher: Birkhauser
• Length: 269 Pages
• Weight: 1.25 lbs.
• Dimensions: 0.7" x 6.4" x 9.5"