Option theory with stochastic analysis :

Benth, Fred Espen,

Option theory with stochastic analysis : an introduction to mathematical finance / Fred Espen Benth. - Berlin ; New York : Springer, c2004. - x, 162 p. : ill. ; 24 cm. - Universitext .

Includes bibliographical references (p. [157]-162) and index.

354040502X (pbk : alk. paper)

2003064278


Options (Finance)--Mathematical models.
Stochastic analysis.

332.645301 / B476