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Princeton University Library Catalog
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Option theory with stochastic analysis : an introduction to mathematical finance / Fred Espen Benth.
Author
Benth, Fred Espen, 1969-
[Browse]
Uniform title
Matematisk finans.
English
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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
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Details
Subject(s)
Options (Finance)
—
Mathematical models
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Stochastic analysis
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Series
Universitext
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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.
Show 2 more Contents items
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
Princeton University Library aims to describe library materials in a manner that is respectful to the individuals and communities who create, use, and are represented in the collections we manage.
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Option theory with stochastic analysis : an introduction to mathematical finance / Fred Espen Benth.
id
SCSB-8747525