Titlebook: Introduction to Option Pricing Theory; Gopinath Kallianpur,Rajeeva L. Karandikar Book 2000 Springer Science+Business Media New York 2000 B

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書目名稱Introduction to Option Pricing Theory影響因子(影響力)




書目名稱Introduction to Option Pricing Theory影響因子(影響力)學(xué)科排名




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書目名稱Introduction to Option Pricing Theory網(wǎng)絡(luò)公開度學(xué)科排名




書目名稱Introduction to Option Pricing Theory被引頻次




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書目名稱Introduction to Option Pricing Theory讀者反饋




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Discrete Approximations,w, in part, the work of Merton and Samuelson as presented in the book by (Merton, 1990), and, also we follow the treatment of the binomial option pricing formula introduced in (Duffie, 1992) for the purpose of working out numerical approximations.

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arsenal

Stochastic Differential Equations,In this chapter, we consider the stochastic differential equations of diffusion type and present a result on the existence and uniqueness of solution. We also prove a version of the Feynman—Kac formula.

袋鼠

Option Pricing in Discrete Time,In this chapter, we consider the problem of pricing an option in discrete time trading. We will introduce and discuss various important notions from stochastic finance, such as ., ., ., and the role of . in discrete time. We assume a discrete model for the underlying stock.

竊喜

Introduction to Continuous Time Trading,In this chapter, we begin with an informal description of the technical terms used in finance in the context of continuous time trading. We saw these terms in the previous chapter, which was devoid of technicalities. When it comes to continuous time, we cannot escape these technicalities which is why they were first introduced.

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