eBooks - Business - Financial Planning - Peter James - Option Theory


Option Theory eBook

by Peter James


Option Theory - Adobe eBook

Option Theory eBook

Adobe

Platforms
Windows Vista / XP / 2000, Mac OS X, Sony Reader

Features
Advanced navigation, search, bookmarks, and multiple viewing options.

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Price: $103.94


Option Theory Summary

"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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