Introduction To Option Pricing Theory
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Language: en
Pages: 266
Pages: 266
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media
Since the appearance of seminal works by R. Merton, and F. Black and M. Scholes, stochastic processes have assumed an increasingly important role in the develop
Language: en
Pages: 268
Pages: 268
Type: BOOK - Published: 2000 - Publisher:
"Since the appearance of seminal works by R. Merton, and F. Black and M. Scholes, stochastic processes have assumed an increasingly important role in the develo
Language: en
Pages: 172
Pages: 172
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media
This is a very basic and accessible introduction to option pricing, invoking a minimum of stochastic analysis and requiring only basic mathematical skills. It c
Language: en
Pages: 343
Pages: 343
Type: BOOK - Published: 2005-07-18 - Publisher: World Scientific Publishing Company
From the unique perspective of partial differential equations (PDE), this self-contained book presents a systematic, advanced introduction to the Black-Scholes-
Language: en
Pages: 2036
Pages: 2036
Type: BOOK - Published: 2019-01-30 - Publisher: World Scientific Publishing Company
Black and Scholes (1973) and Merton (1974) (hereafter referred to as BSM) introduced the contingent claim approach (CCA) to the valuation of corporate debt and
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