Paperback • 2004 • Norwegian Bokmål

Option theory with stochastic analysis : an introduction to mathematical finance

Name: Option theory with stochastic analysis : an introduction to mathematical finance
SKU: 9783540405023
Price: 89.0 NOK
Availability: InStock
Rating: 5 (1 reviews)
ISBN: 9783540405023

By Fred Espen Benth

1 Ratings • 5.0 of 5

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About the book

<p>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.</p>

Book details

ISBN

9783540405023

Publisher

Berlin : Springer

Published year

2004

Language

Norwegian Bokmål

Original title

Option theory with stochastic analysis : an introduction to mathematical finance

Format

Paperback

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Reviews · 0

1 Ratings • 5.0 of 5

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