Introduction to Option Pricing Theory - Gopinath Kallianpur - Books - Birkhauser Boston Inc - 9780817641085 - October 22, 1999
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Introduction to Option Pricing Theory

Gopinath Kallianpur

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Introduction to Option Pricing Theory

Examines that part of stochastic finance pertaining to option pricing theory. This work covers the essentials of Ito's theory of stochastic integration, integration with respect to semimartingales, Girsanov's Theorem, and an introduction to stochastic differential equations.

269 pages, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released October 22, 1999
ISBN13 9780817641085
Publishers Birkhauser Boston Inc
Pages 269
Dimensions 156 × 234 × 17 mm   ·   544 g
Language English  

See all of Gopinath Kallianpur ( e.g. Hardcover Book and Paperback Book )