OPTION THEORY (Adobe Reader) ebook download Peter James

Option Theory

"Option Theory takes the reader from first principles to the frontiers of modern finance theory. The book is aimed at busy financial engineers at all levels, providing formulas and techniques that can be readily applied to real life problems; yet the theoretical basis of the subject is explored in detail so that the book will also appeal to students and researchers. Written in a clear and accessible manner, the author covers the various approaches to option pricing: risk neutral expectations by integration, trees, analytical and numerical solutions of partial differential equations and Monte Carlo methods, demonstrating the close relationship between them.

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Title of ebook: Option Theory
ISBN: 9780470857953
parent-ISBN: 9780471492894
Publisher: John Wiley & Sons, Ltd.
Internet download file size: 5219 kb
Published: 11-2002
Released online for download: 11-27-2002
Author of eBook: James, Peter

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