株式会社極東書店トップ ＞ 商品一覧 ＞ Introduction to Option Pricing Theory.
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解説
Stochastic processes have assumed and increasingly important role in the development of the mathematical theory of finance. This self-contained work examines 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-structures.