A First Course in Options Pricing Theory
Bok, 2023
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
• 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.
Författare
Simone Calogero
Chalmers, Matematiska vetenskaper, Analys och sannolikhetsteori
Ämneskategorier
Annan matematik
ISBN
978-1-61197-763-9
Utgivare
Society for Industrial and Applied Mathematics (SIAM)