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Introduction to Option Pricing Theory Gopinath Kallianpur
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Introduction to Option Pricing Theory
Gopinath Kallianpur
Examines that part of stochastic finance pertaining to option pricing theory. This work covers the essentials of Ito's theory of stochastic integration, integration with respect to semimartingales, Girsanov's Theorem, and an introduction to stochastic differential equations.
269 pages, biography
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 22 de outubro de 1999 |
| ISBN13 | 9780817641085 |
| Editoras | Birkhauser Boston Inc |
| Páginas | 269 |
| Dimensões | 156 × 234 × 17 mm · 544 g |
| Idioma | Inglês |
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