Option Theory with Stochastic Analysis

Option Theory with Stochastic Analysis
Author :
Publisher : Springer Science & Business Media
Total Pages : 172
Release :
ISBN-10 : 9783642187865
ISBN-13 : 3642187862
Rating : 4/5 (65 Downloads)

Book Synopsis Option Theory with Stochastic Analysis by : Fred Espen Benth

Download or read book Option Theory with Stochastic Analysis 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. 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.


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