2000

Introduction to Option Pricing Theory

Authors:

ISBN: 978-1-4612-6796-6 (Print) 978-1-4612-0511-1 (Online)

Table of contents (14 chapters)

  1. Front Matter

    Pages i-x

  2. No Access

    Book Chapter

    Pages 1-45

    Stochastic Integration

  3. No Access

    Book Chapter

    Pages 47-69

    Itô’s Formula and its Applications

  4. No Access

    Book Chapter

    Pages 71-78

    Representation of Square Integrable Martingales

  5. No Access

    Book Chapter

    Pages 79-93

    Stochastic Differential Equations

  6. No Access

    Book Chapter

    Pages 95-101

    Girsanov’s Theorem

  7. No Access

    Book Chapter

    Pages 103-122

    Option Pricing in Discrete Time

  8. No Access

    Book Chapter

    Pages 123-135

    Introduction to Continuous Time Trading

  9. No Access

    Book Chapter

    Pages 137-167

    Arbitrage and Equivalent Martingale Measures

  10. No Access

    Book Chapter

    Pages 169-189

    Complete Markets

  11. No Access

    Book Chapter

    Pages 191-203

    Black and Scholes Theory

  12. No Access

    Book Chapter

    Pages 205-213

    Discrete Approximations

  13. No Access

    Book Chapter

    Pages 215-223

    The American Options

  14. No Access

    Book Chapter

    Pages 225-239

    Asset Pricing with Stochastic Volatility

  15. No Access

    Book Chapter

    Pages 241-263

    The Russian Options

  16. Back Matter

    Pages 265-269