Introduction to Option Pricing Theory
Author:   Gopinath Kallianpur ,  Rajeeva L. Karandikar
Publisher:   Birkhauser Verlag AG
ISBN:  

9783764341084


Pages:   280
Publication Date:   August 1999
Replaced By:   9780817641085
Format:   Hardback
Availability:   In Print   Availability explained
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Introduction to Option Pricing Theory


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Overview

Stochastic processes have assumed and increasingly important role in the development of the mathematical theory of finance. This self-contained work examines that part of stochastic finance pertaining to option pricing theory. Thus the exposition is confined to areas of stochastic finance that are relevant to the theory, omitting such topics as futures and term-structures.

Full Product Details

Author:   Gopinath Kallianpur ,  Rajeeva L. Karandikar
Publisher:   Birkhauser Verlag AG
Imprint:   Birkhauser Verlag AG
ISBN:  

9783764341084


ISBN 10:   3764341084
Pages:   280
Publication Date:   August 1999
Audience:   College/higher education ,  Professional and scholarly ,  Undergraduate ,  Postgraduate, Research & Scholarly
Replaced By:   9780817641085
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

Stochastic integration; Ito's formula and its applications; representation of square integrable martingales; stochastic differential equations; Girsanov's theorem; option pricing in discrete time; introduction to continuous time trading; arbitrage and equivalent martingale measures; complete markets; the Black and Scholes theory; discrete approximations; American options; asset pricing with stochastic volatility; the Russian options.

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