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Introduction to Option Pricing Theory

by G. Kallianpur

  • ISBN: 9780817641085
  • ISBN10: 0817641084

Introduction to Option Pricing Theory

by G. Kallianpur

  • Binding: Hardcover
  • Publisher: Springer Verlag
  • Publish date: 02/01/2000
  • ISBN: 9780817641085
  • ISBN10: 0817641084
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Description: 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. No prior knowledge of stochastic analysis is assumed of the reader, making this is an ideal introduction for researchers and students.
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