Mathematical Finance

  • Richard Durrett
Part of the Springer Texts in Statistics book series (STS)


To warm up for the developments in the next section we will look at two simple concrete examples under the unrealistic assumption that the interest rate is 0.


Interest Rate Stock Price Option Price Trading Strategy Call Option 
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Copyright information

© Springer Science+Business Media, LLC 2012

Authors and Affiliations

  • Richard Durrett
    • 1
  1. 1.Department of MathematicsDuke UniversityDurhamUSA

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