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Introduction to Option Pricing Theory
Overview of attention for book
Table of Contents
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Book Overview
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Chapter 1
Stochastic Integration
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Chapter 2
Itô’s Formula and its Applications
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Chapter 3
Representation of Square Integrable Martingales
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Chapter 4
Stochastic Differential Equations
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Chapter 5
Girsanov’s Theorem
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Chapter 6
Option Pricing in Discrete Time
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Chapter 7
Introduction to Continuous Time Trading
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Chapter 8
Arbitrage and Equivalent Martingale Measures
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Chapter 9
Complete Markets
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Chapter 10
Black and Scholes Theory
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Chapter 11
Discrete Approximations
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Chapter 12
The American Options
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Chapter 13
Asset Pricing with Stochastic Volatility
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Chapter 14
The Russian Options
Overall attention for this book and its chapters
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Mentioned by
syllabi
1
institution with syllabi
Citations
dimensions_citation
32
Dimensions
Readers on
mendeley
5
Mendeley
Book overview
1. Stochastic Integration
2. Itô’s Formula and its Applications
3. Representation of Square Integrable Martingales
4. Stochastic Differential Equations
5. Girsanov’s Theorem
6. Option Pricing in Discrete Time
7. Introduction to Continuous Time Trading
8. Arbitrage and Equivalent Martingale Measures
9. Complete Markets
10. Black and Scholes Theory
11. Discrete Approximations
12. The American Options
13. Asset Pricing with Stochastic Volatility
14. The Russian Options
Summary
Syllabi
Dimensions citations
This data is correct as of December 2015 - for more up to date information, please visit
https://opensyllabus.org/
So far, Altmetric has seen this research output assigned in
1
syllabus from an institution on Open Syllabus Project.
Institution
Syllabi count
Course subject areas covered
University of California-Santa Barbara
1
Economics