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| Publisher | Springer |
| ISBN 10 | 354040502X |
| Language | English |
| Publication Date | 26 November 2003 |
| ISBN 13 | 9783540405023 |
| Author | Fred Espen Benth |
| Book Description | This is a very basic and accessible introduction to option pricing, invoking a minimum of stochastic analysis and requiring only basic mathematical skills. It covers the theory essential to the statistical modeling of stocks, pricing of derivatives with martingale theory, and computational finance including both finite-difference and Monte Carlo methods. |
| Number of Pages | 180 pages |
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