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Item Details
| Title:
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INTRODUCTION TO OPTION PRICING THEORY
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| By: |
Gopinath Kallianpur, Rajeeva L. Karandikar |
| Format: |
Hardback |
| List price:
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£49.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3764341084 |
| ISBN 13: |
9783764341084 |
| Publisher: |
BIRKHAUSER VERLAG AG |
| Pages: |
280 |
| Description: |
Stochastic processes have assumed an increasingly important role in the development of the mathematical theory of finance. This self-contained work examines that part of stochastic finance pertaining to option pricing theory. |
| Synopsis: |
Stochastic processes have assumed and increasingly important role in the development of the mathematical theory of finance. This self-contained work examines that part of stochastic finance pertaining to option pricing theory. Thus the exposition is confined to areas of stochastic finance that are relevant to the theory, omitting such topics as futures and term-structures. |
| Illustrations: |
bibliography, index |
| Publication: |
Switzerland |
| Imprint: |
Birkhauser Verlag AG |
| Returns: |
Non-returnable |
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