Stochastic processes have assumed and increasingly important role in the development of the mathematical theory of finance. This self-contained work examines that part of stochastic finance pertaining to option pricing theory. Thus the exposition is confined to areas of stochastic finance that are relevant to the theory, omitting such topics as futures and term-structures.
- ISBN10 3764341084
- ISBN13 9783764341084
- Publish Date August 1999
- Publish Status Active
- Publish Country CH
- Imprint Birkhauser Verlag AG
- Format Hardcover
- Pages 280
- Language English