Introduction to Option Pricing Theory

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. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Boston, MA : Birkhäuser Boston : Imprint: Birkhäuser, 2000.
Edition:1st ed. 2000.
Series:Springer eBook Collection.
Subjects:
Probabilities.
Measure theory.
Applied mathematics.
Engineering mathematics.
Statistics .
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