1 option
Introduction to option pricing theory / Gopinath Kallianpur, Rajeeva L. Karandikar.
LIBRA HG6042 .K35 2000
Available from offsite location
- Format:
- Book
- Author/Creator:
- Kallianpur, G.
- Language:
- English
- Subjects (All):
- Options (Finance)--Prices--Mathematical models.
- Options (Finance).
- Physical Description:
- x, 268 pages ; 24 cm
- Place of Publication:
- Boston, Mass. : Birkhäuser, [2000]
- Summary:
- This introduction to option pricing theory covers the areas within stochastic finance that are relevant to the theory, including stochastic analysis and integration, martingales and semimartingales, and Girsanov's Theorem. The book covers option pricing, continuous time trading, arbitrage, complete markets, Black and Scholes Theory, American options, Russian options, and asset pricing with stochastic volatility. 8/99.
- Notes:
- Includes bibliographical references (pages [265]-268) and index.
- Local Notes:
- Acquired for the Penn Libraries with assistance from the Bernard W. Freeman Book Fund.
- ISBN:
- 0817641084
- 3764341084
- OCLC:
- 41834188
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