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Option Theory with Stochastic Analysis - An Introduction to Mathematical Finance (Paperback, Softcover reprint of the original 1st ed. 2004) Loot Price: R1,817
Discovery Miles 18 170
Option Theory with Stochastic Analysis - An Introduction to Mathematical Finance (Paperback, Softcover reprint of the original...

Option Theory with Stochastic Analysis - An Introduction to Mathematical Finance (Paperback, Softcover reprint of the original 1st ed. 2004)

Fred Espen Benth

Series: Universitext

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Loot Price R1,817 Discovery Miles 18 170 | Repayment Terms: R170 pm x 12*

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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.

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Universitext
Release date: November 2003
First published: 2004
Authors: Fred Espen Benth
Dimensions: 235 x 155 x 11mm (L x W x T)
Format: Paperback
Pages: 162
Edition: Softcover reprint of the original 1st ed. 2004
ISBN-13: 978-3-540-40502-3
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General
Books > Money & Finance > Investment & securities > General
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LSN: 3-540-40502-X
Barcode: 9783540405023

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