Four Essays in the Application of Option Pricing Theory
Title | Four Essays in the Application of Option Pricing Theory PDF eBook |
Author | Anand Mohan Vijh |
Publisher | |
Pages | 272 |
Release | 1987 |
Genre | |
ISBN |
Three Essays in the Use of Option Pricing Theory
Title | Three Essays in the Use of Option Pricing Theory PDF eBook |
Author | Jeremy Joseph Evnine |
Publisher | |
Pages | 136 |
Release | 1988 |
Genre | |
ISBN |
Three Essays on Option Pricing Theory and Applications
Title | Three Essays on Option Pricing Theory and Applications PDF eBook |
Author | Ramesh K. Rao |
Publisher | |
Pages | 94 |
Release | 1986 |
Genre | |
ISBN |
Three Essays on Option Pricing Theory and Applications
Title | Three Essays on Option Pricing Theory and Applications PDF eBook |
Author | Ramesh K. S. Rao |
Publisher | |
Pages | 188 |
Release | 1980 |
Genre | Option (Contract) |
ISBN |
Option Pricing
Title | Option Pricing PDF eBook |
Author | Menachem Brenner |
Publisher | Free Press |
Pages | 264 |
Release | 1983 |
Genre | Business & Economics |
ISBN |
Three Essays in the Use of Option Pricing Theory
Title | Three Essays in the Use of Option Pricing Theory PDF eBook |
Author | Jeremy Joseph Evnine |
Publisher | |
Pages | 288 |
Release | 1983 |
Genre | Options (Finance) |
ISBN |
A First Course in Options Pricing Theory
Title | A First Course in Options Pricing Theory PDF eBook |
Author | Simone Calogero |
Publisher | SIAM |
Pages | 299 |
Release | 2023-06-01 |
Genre | Mathematics |
ISBN | 1611977649 |
Among the many branches of applied mathematics, options pricing theory occupies a unique position: it utilizes a wide range of advanced mathematical concepts, making it appealing to mathematicians, and it is regularly applied at financial institutions, making it indispensable to practitioners. The emergence of artificial intelligence in the financial industry has led to further interest in mathematical finance and has increased the demand for literature on this subject that is accessible to a large audience. This book presents a self-contained introduction to options pricing theory and includes a complete discussion of the required concepts in finance and probability theory; an introduction to basic models, emphasizing both critical thinking and practical applications; and over 200 exercises, several Python codes for the analysis and application of the options pricing models, and numerical projects intended to help close the gap between theory and practice. A First Course in Options Pricing Theory is suitable for an advanced undergraduate course on financial mathematics and options pricing theory in engineering, computer science, and applied mathematics programs. The reader is assumed to be familiar with the standard material in calculus and linear algebra. Stochastic calculus is not used in the book.