Introduction to Option Pricing Theory by Gopinath Kallianpur, Rajeeva L. Karandikar.

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 development of the mathematical theory of finance. This work examines, in some detail, that part of stochastic finance pertaining to option pricing...

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Bibliographic Details
Main Authors: Kallianpur, Gopinath. (Author,, Karandikar, Rajeeva L. (
Corporate Author: SpringerLink (Online service)
Format: eBook
Published: Boston, MA : Birkhäuser Boston : Imprint: Birkhäuser, 2000.
Edition:1st ed. 2000.
Series:Springer eBook Collection.
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.