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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
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 22 de octubre de 1999 |
| ISBN13 | 9780817641085 |
| Editores | Birkhauser Boston Inc |
| Páginas | 269 |
| Dimensiones | 156 × 234 × 17 mm · 544 g |
| Lengua | Inglés |
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