Option theory with stochastic analysis : an introduction to mathematical finance / Fred Espen Benth.

Author
Benth, Fred Espen, 1969- [Browse]
Uniform title
Format
Book
Language
English
Published/​Created
Berlin ; New York : Springer, ©2004.
Description
x, 162 pages : illustrations ; 24 cm.

Availability

Copies in the Library

Location Call Number Status Location Service Notes
Lewis Library - Stacks HG6024.A3 B46313 2004 Browse related items Request

    Details

    Subject(s)
    Series
    Universitext [More in this series]
    Bibliographic references
    Includes bibliographical references (p. [157]-162) and index.
    Contents
    • 1. Introduction
    • 2. Statistical analysis of data from the stock market
    • 3. An introduction to stochastic analysis
    • 4. Pricing and hedging of contingent claims
    • 5. Numerical pricing and hedging of contingent claims.
    ISBN
    • 354040502X ((pbk. ; : alk. paper))
    • 9783540405023 ((pbk. ; : alk. paper))
    LCCN
    2003064278
    OCLC
    53469424
    International Article Number
    • 9783540405023
    Other standard number
    • 99808283713
    Statement on language in description
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