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Author : Xiaofei Li
Publisher :
ISBN 13 :
Total Pages : 214 pages
Book Rating : 4.:/5 (428 download)
Download or read book Option Pricing Theory and Its Applications written by Xiaofei Li and published by . This book was released on 1996 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : John C. Cox
Publisher :
ISBN 13 :
Total Pages : 19 pages
Book Rating : 4.:/5 (172 download)
Download or read book Option Pricing Theory and Its Applications written by John C. Cox and published by . This book was released on 1987 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Menachem Brenner
Publisher :
ISBN 13 :
Total Pages : 237 pages
Book Rating : 4.:/5 (935 download)
Download or read book Option Pricing written by Menachem Brenner and published by . This book was released on 1985 with total page 237 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Gopinath Kallianpur
Publisher : Springer Science & Business Media
ISBN 13 : 1461205115
Total Pages : 266 pages
Book Rating : 4.4/5 (612 download)
Download or read book Introduction to Option Pricing Theory written by Gopinath Kallianpur and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the appearance of seminal works by R. Merton, and F. Black and M. Scholes, stochastic processes have assumed an increasingly important role in the development of the mathematical theory of finance. This work examines, in some detail, that part of stochastic finance pertaining to option pricing theory. Thus the exposition is confined to areas of stochastic finance that are relevant to the theory, omitting such topics as futures and term-structure. This self-contained work begins with five introductory chapters on stochastic analysis, making it accessible to readers with little or no prior knowledge of stochastic processes or stochastic analysis. These chapters cover the essentials of Ito's theory of stochastic integration, integration with respect to semimartingales, Girsanov's Theorem, and a brief introduction to stochastic differential equations. Subsequent chapters treat more specialized topics, including option pricing in discrete time, continuous time trading, arbitrage, complete markets, European options (Black and Scholes Theory), American options, Russian options, discrete approximations, and asset pricing with stochastic volatility. In several chapters, new results are presented. A unique feature of the book is its emphasis on arbitrage, in particular, the relationship between arbitrage and equivalent martingale measures (EMM), and the derivation of necessary and sufficient conditions for no arbitrage (NA). {\it Introduction to Option Pricing Theory} is intended for students and researchers in statistics, applied mathematics, business, or economics, who have a background in measure theory and have completed probability theory at the intermediate level. The work lends itself to self-study, as well as to a one-semester course at the graduate level.
Author : T. Kariya
Publisher : Springer Science & Business Media
ISBN 13 : 1441992308
Total Pages : 273 pages
Book Rating : 4.4/5 (419 download)
Download or read book Asset Pricing written by T. Kariya and published by Springer Science & Business Media. This book was released on 2011-06-27 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: 1. Main Goals The theory of asset pricing has grown markedly more sophisticated in the last two decades, with the application of powerful mathematical tools such as probability theory, stochastic processes and numerical analysis. The main goal of this book is to provide a systematic exposition, with practical appli cations, of the no-arbitrage theory for asset pricing in financial engineering in the framework of a discrete time approach. The book should also serve well as a textbook on financial asset pricing. It should be accessible to a broad audi ence, in particular to practitioners in financial and related industries, as well as to students in MBA or graduate/advanced undergraduate programs in finance, financial engineering, financial econometrics, or financial information science. The no-arbitrage asset pricing theory is based on the simple and well ac cepted principle that financial asset prices are instantly adjusted at each mo ment in time in order not to allow an arbitrage opportunity. Here an arbitrage opportunity is an opportunity to have a portfolio of value aat an initial time lead to a positive terminal value with probability 1 (equivalently, at no risk), with money neither added nor subtracted from the portfolio in rebalancing dur ing the investment period. It is necessary for a portfolio of valueato include a short-sell position as well as a long-buy position of some assets.
Author : Jin W. Choi
Publisher :
ISBN 13 :
Total Pages : 23 pages
Book Rating : 4.:/5 (113 download)
Download or read book Review of Option Pricing Theory and Its Application to Agricultural Options written by Jin W. Choi and published by . This book was released on 1984 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Simone Calogero
Publisher : SIAM
ISBN 13 : 1611977649
Total Pages : 299 pages
Book Rating : 4.6/5 (119 download)
Download or read book A First Course in Options Pricing Theory written by Simone Calogero and published by SIAM. This book was released on 2023-06-01 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: Among the many branches of applied mathematics, options pricing theory occupies a unique position: it utilizes a wide range of advanced mathematical concepts, making it appealing to mathematicians, and it is regularly applied at financial institutions, making it indispensable to practitioners. The emergence of artificial intelligence in the financial industry has led to further interest in mathematical finance and has increased the demand for literature on this subject that is accessible to a large audience. 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; and 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. A First Course in Options Pricing Theory is suitable for an advanced undergraduate course on financial mathematics and options pricing theory in engineering, computer science, and applied mathematics programs. The reader is assumed to be familiar with the standard material in calculus and linear algebra. Stochastic calculus is not used in the book.
Author : Menachem Brenner
Publisher : Free Press
ISBN 13 :
Total Pages : 264 pages
Book Rating : 4.:/5 (321 download)
Download or read book Option Pricing written by Menachem Brenner and published by Free Press. This book was released on 1983 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Francis Hamill McEwen Hodsoll
Publisher :
ISBN 13 :
Total Pages : 90 pages
Book Rating : 4.:/5 (343 download)
Download or read book The Application of Option Pricing Theory to the Valuation of Volume Options in Natural Gas Contracts written by Francis Hamill McEwen Hodsoll and published by . This book was released on 1995 with total page 90 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Daniel Alexandre Bloch
Publisher :
ISBN 13 :
Total Pages : 1916 pages
Book Rating : 4.:/5 (13 download)
Download or read book Option Pricing written by Daniel Alexandre Bloch and published by . This book was released on 2020 with total page 1916 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a textbook on Mathematical Finance for postgraduate students and bank practitioners. The course specifies on option pricing theory in addition to focussing on mathematical models as well as detailing some of their applications. Our aim is to make some of the most fundamental articles written throughout the evolution of mathematical finance more accessible to readers. We site the main results of these influential articles, while detailing the steps used to reach those conclusions and giving proof when necessary. We teach all the necessary mathematical tools concerning basic algebra, probabilities and stochastic calculus, lest the reader need to consult a probability-based textbook.
Author : Neil J. Beaton
Publisher : John Wiley & Sons
ISBN 13 : 0470436298
Total Pages : 229 pages
Book Rating : 4.4/5 (74 download)
Download or read book Valuing Early Stage and Venture-Backed Companies written by Neil J. Beaton and published by John Wiley & Sons. This book was released on 2010-03-29 with total page 229 pages. Available in PDF, EPUB and Kindle. Book excerpt: Valuing Early Stage and Venture-Backed Companies Unique in the overall sphere of business valuation, the valuing of early stage and venture-backed companies lacks the traditional metrics of cash flow, earnings, or even revenue at times. But without these metrics, traditional discounted cash flow models and comparison to public markets or private transactions take on less relevance, calling for a more "experiential" valuation approach. In a straightforward, no-nonsense manner, the mystique surrounding the valuation of early stage and venture-backed companies is now unveiled. With an emphasis on applications and models, Valuing Early Stage and Venture-Backed Companies shows the most effective way for your company to prepare and present its valuations. Featuring contributed chapters by a panel of top valuation experts, this book dispels improper valuation techniques promulgated by unknowing business appraisers and answers your key questions about valuation theory and which tools you need to successfully apply in your specific situation. Here, you'll find out more about various valuation techniques, including: "Back solving" valuation Modified cost approach Option pricing model Probability-weighted expected returns model Asian puts New data on discounts for lack of marketability Detailed and hands-on, Valuing Early Stage and Venture-Backed Companies equips you with broad foundational data on the venture capital industry, as well as in-depth analyses of distinct early stage company valuation approaches. Performing valuations for your early stage company requires an understanding of the special circumstances faced by your organization. With ample examples of generally accepted allocation models with complex capital structures common to early stage companies, Valuing Early Stage and Venture-Backed Companies mixes real-life experience with deep technical expertise to equip you with the complete, user-friendly resource you'll turn to often in valuing your early stage or venture-backed company.
Author : David Justus
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (15 download)
Download or read book An Analysis of the Application of Option Pricing Theory to Capital Budgeting written by David Justus and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Anand Mohan Vijh
Publisher :
ISBN 13 :
Total Pages : 272 pages
Book Rating : 4.:/5 (29 download)
Download or read book Four Essays in the Application of Option Pricing Theory written by Anand Mohan Vijh and published by . This book was released on 1987 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Sudipto Bhattacharya
Publisher : World Scientific
ISBN 13 : 9812563741
Total Pages : 387 pages
Book Rating : 4.8/5 (125 download)
Download or read book Theory of Valuation written by Sudipto Bhattacharya and published by World Scientific. This book was released on 2005 with total page 387 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first edition of Theory of Valuation is a collection of important papers in the field of theoretical financial economics published from 1973 to 1986, and original accompanying essays contributed by eminent researchers including Robert C Merton, Edward C Prescott, Stephen A Ross, and Joseph E Stiglitz.Since then, with the perspective of major theoretical strides in the field, the book has more than fulfilled its original expectations. The realization that it remains today a compendium of classic articles and a must-read for any serious student in theoretical financial economics, has prompted the publication of a new edition.This second edition presents a summary statement of significant research in theoretical financial economics for both the specialist and non-specialist financial economist. It also provides material for PhD-level courses covering valuation theory, and elective reading for advanced Master's and undergraduate courses.In addition to reproducing the original contributions, this edition includes the seminal paper by Edward C Prescott and Rajnish Mehra, ?Recursive Competitive Equilibrium: The Case of Homogeneous Households,? originally published in Econometrica in 1980.
Author : Bernard Saffran
Publisher : Edward Elgar Publishing
ISBN 13 : 9781858986104
Total Pages : 0 pages
Book Rating : 4.9/5 (861 download)
Download or read book Price Theory and Its Applications written by Bernard Saffran and published by Edward Elgar Publishing. This book was released on 1998 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of influential papers (including some by Nobel laureates), illustrating the uses and techniques of applied price theory. It covers North America, Europe, Australia, Africa and Asia. A variety of expositions are expounded, from geometric to optimal control theory and game theory.
Author : Bing Cheng
Publisher : World Scientific
ISBN 13 : 9812832505
Total Pages : 91 pages
Book Rating : 4.8/5 (128 download)
Download or read book Asset Pricing written by Bing Cheng and published by World Scientific. This book was released on 2008 with total page 91 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern asset pricing models play a central role in finance and economic theory and applications. This book introduces a structural theory to evaluate these asset pricing models and throws light on the existence of Equity Premium Puzzle. Based on the structural theory, some algebraic (valuation-preserving) operations are developed in asset spaces and pricing kernel spaces. This has a very important implication leading to practical guidance in portfolio management and asset allocation in the global financial industry. The book also covers topics, such as the role of over-confidence in asset pricing modeling, relationship of the portfolio insurance with option and consumption-based asset pricing models, etc.
Author : Nguyet-Quynh Ninh Chau
Publisher :
ISBN 13 :
Total Pages : 146 pages
Book Rating : 4.:/5 (566 download)
Download or read book The Application of the Black & Scholes Option Pricing Theory to Medical Practice Acquisitions written by Nguyet-Quynh Ninh Chau and published by . This book was released on 2004 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt:
