Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance by Benth, Fred Espen

Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance (Paperback) (ISBN-13: 9783540405023)

Vendor: Fred Espen Benth
Product type: Books
Format: Paperback
$64.99
$64.99
$64.99
Subtotal: $64.99
Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance by Benth, Fred Espen

Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance

$64.99
Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance by Benth, Fred Espen

Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance

$64.99
Format: Paperback
Description
Description
x

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: Fred Espen Benth
ISBN-10: 354040502X
ISBN-13: 9783540405023
Publisher: Springer
Language: English
Published: 11/26/2003
Pages: 162
Format: Paperback
Weight: 0.62lbs
Size: 9.25h x 6.35w x 0.41d

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