Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance - Universitext (Paperback)
  • Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance - Universitext (Paperback)
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Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance - Universitext (Paperback)

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£44.99
Paperback 162 Pages / Published: 26/11/2003
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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.

Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN: 9783540405023
Number of pages: 162
Weight: 580 g
Dimensions: 235 x 155 x 9 mm
Edition: Softcover reprint of the original 1st ed. 200


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From the reviews:

"This is a ... book concerned solely with describing the mathematics of option pricing and I found it a delight to read. It is very well written, quite comprehensive and non-rigorous so that it can be used on courses aimed at a variety of students. ... The book includes a healthy number of exercises and there are fully worked solutions to most of these." (David Applebaum, The Mathematical Gazette, Vol. 90 (517), 2006)

"The book provides an introduction to the basic ideas of the mathematical theory of financial options valuation, or, more concretely, to the Black-Scholes theory of pricing contingent claims on equity. ... The text is a brief, neat, carefully written introduction to the fundamentals of the mathematics and the modelling of the analysis of options pricing." (Jose Luis Fernandez Perez, Zentralblatt MATH, Vol. 1042 (17), 2004)

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