PRINCIPLES OF INFINITESIMAL STOCHASTIC AND FINANCIAL ANALYSIS - Hardcover

Van Den Berg, Imme

 
9789810243586: PRINCIPLES OF INFINITESIMAL STOCHASTIC AND FINANCIAL ANALYSIS

Synopsis

Presents the theory of option-pricing, avoiding continuous-time stochastic processes. Develops the tools necessary for an accurate description of the self-financing hedging strategies and an effective calculation of stock and option prices.

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