Introduction to Option Pricing Theory

by Rajeeva L. Karandikar and Gopinath Kallianpur

Book Overview

SEE ATTACHED FOR COMPLETE TEXT] In recent years stochastic processes have assumed an increasingly important role in the development of the mathematical theory of finance. This self-contained work examines 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. Key features of this work include:...

• Format: Paperback
• Language: English
• ISBN: 146126796X
• ISBN13: 9781461267966
• Release Date: October 2012
• Publisher: Birkhauser
• Length: 269 Pages
• Weight: 0.88 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"