Related Books
Language: en
Pages: 266
Pages: 266
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media
Since the appearance of seminal works by R. Merton, and F. Black and M. Scholes, stochastic processes have assumed an increasingly important role in the develop
Language: en
Pages: 172
Pages: 172
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media
This is a very basic and accessible introduction to option pricing, invoking a minimum of stochastic analysis and requiring only basic mathematical skills. It c
Language: en
Pages: 344
Pages: 344
Type: BOOK - Published: 2005 - Publisher: World Scientific
From the perspective of partial differential equations (PDE), this book introduces the Black-Scholes-Merton's option pricing theory. A unified approach is used
Language: en
Pages: 727
Pages: 727
Type: BOOK - Published: 2011-04-15 - Publisher: Springer Science & Business Media
This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. The text is designed for
Language: en
Pages: 2036
Pages: 2036
Type: BOOK - Published: 2019-01-30 - Publisher: World Scientific Publishing Company
Black and Scholes (1973) and Merton (1974) (hereafter referred to as BSM) introduced the contingent claim approach (CCA) to the valuation of corporate debt and
