Introduction to option pricing theory /

Introduction to option pricing theory /

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Bibliographic Details
Author / Creator:Kallianpur, G.
Imprint:Boston, Mass. : Birkhàˆuser, c2000.
Description:x, 268 p. ; 24 cm.
Language:English
Subject:
Options (Finance) -- Prices -- Mathematical models.
Options (Finance) -- Prices -- Mathematical models.
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/4253162
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Other authors / contributors:Karandikar, R. L. (Rajeeva L.), 1956-
ISBN:0817641084 (alk. paper)
3764341084 (pbk. : alk. paper)
Notes:Includes bibliographical references (p. [265]-268) and index.
Table of Contents:
  • Preface
  • 1. Stochastic Integration
  • 2. Ito's Formula and its Applications
  • 3. Representation of Square Integrable Martingales
  • 4. Stochastic Differential Equations
  • 5. Girsanov's Theorem and its Extensions
  • 6. Option Pricing in Discrete Time
  • 7. Introduction to Continuous Time Trading
  • 8. Arbitrage and Equivalent Martingale Measures
  • 9. Complete Markets
  • 10. The Black and Scholes Theory
  • 11. Discrete Approximations
  • 12. American Options
  • 13. Asset Pricing with Stochastic Volatility
  • 14. The Russian Options
  • Bibliography
  • Index

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