Option Theory with Stochastic Analysis

Option Theory with Stochastic Analysis

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.


Author
Publisher Springer Science & Business Media
Release Date
ISBN 9783540405023
Pages 162 pages
Rating 4/5 (2X users)

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