Introduction to Option Pricing Theory

Gopinath Kallianpur and Rajeeva L. Karandikar
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Gopinath Kallianpur: University of North Carolina, Department of Statistics
Rajeeva L. Karandikar: Indian Statistical Institute, Department of Mathematics & Statistics

in Springer Books from Springer

Date: 2000
ISBN: 978-1-4612-0511-1
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Chapters in this book:

Ch 1 Stochastic Integration

Gopinath Kallianpur and Rajeeva L. Karandikar

Ch 2 Itô’s Formula and its Applications

Gopinath Kallianpur and Rajeeva L. Karandikar

Ch 3 Representation of Square Integrable Martingales

Gopinath Kallianpur and Rajeeva L. Karandikar

Ch 4 Stochastic Differential Equations

Gopinath Kallianpur and Rajeeva L. Karandikar

Ch 5 Girsanov’s Theorem

Gopinath Kallianpur and Rajeeva L. Karandikar

Ch 6 Option Pricing in Discrete Time

Gopinath Kallianpur and Rajeeva L. Karandikar

Ch 7 Introduction to Continuous Time Trading

Gopinath Kallianpur and Rajeeva L. Karandikar

Ch 8 Arbitrage and Equivalent Martingale Measures

Gopinath Kallianpur and Rajeeva L. Karandikar

Ch 9 Complete Markets

Gopinath Kallianpur and Rajeeva L. Karandikar

Ch 10 Black and Scholes Theory

Gopinath Kallianpur and Rajeeva L. Karandikar

Ch 11 Discrete Approximations

Gopinath Kallianpur and Rajeeva L. Karandikar

Ch 12 The American Options

Gopinath Kallianpur and Rajeeva L. Karandikar

Ch 13 Asset Pricing with Stochastic Volatility

Gopinath Kallianpur and Rajeeva L. Karandikar

Ch 14 The Russian Options

Gopinath Kallianpur and Rajeeva L. Karandikar

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DOI: 10.1007/978-1-4612-0511-1

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