Option Theory with Stochastic Analysis
Download or Read eBook Option Theory with Stochastic Analysis PDF written by Fred Espen Benth and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 172 pages. Available in PDF, EPUB and Kindle.
| Author | : Fred Espen Benth |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 172 |
| Release | : 2012-12-06 |
| ISBN-10 | : 9783642187865 |
| ISBN-13 | : 3642187862 |
| Rating | : 4/5 (65 Downloads) |
Book Synopsis Option Theory with Stochastic Analysis by : Fred Espen Benth
Book excerpt: 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.
