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Option Theory with Stochastic Analysis : an Introduction to Mathematical Finance /

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The objective of this textbook is to provide a very basic and accessible introduction to option pricing, invoking only a minimum of stochastic analysis. Although short, it covers the theory essential to the statistical modeling of stocks, pricing of derivatives (general contingent claims) with marti...

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Bibliographic Details
Main Author: BENTH, FRED ESPEN
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2004.
Series:Universitext,
Subjects:
Mathematics.
Finance.
Distribution (Probability theory)
Economics > Statistics.
Economics.
Electronic books.
Statistics.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Introduction
  • Statistical Analysis of Data from the Stock Market
  • An Introduction to Stochastic Analysis
  • Pricing and Hedging of Contingent Claims
  • Numerical Pricing and Hedging of Contingent Claims
  • Appendix, Solutions to Selected Exercises.