A First Course in Options Pricing Theory

DOI10.1137/1.9781611977646MaRDI QIDQ6093413zbMATH OpenOpenAlexFDO

Authors Simone Calogero

Publication date 6 September 2023

Full work available at URL https://doi.org/10.1137/1.9781611977646

zbMATH Keywords

mathematical financeoption pricing

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Applications of stochastic analysis (to PDEs, etc.) (60H30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04) Derivative securities (option pricing, hedging, etc.) (91G20)

Recommendations

• An introduction to financial mathematics. Option valuation
• A Course in Financial Calculus
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• Introduction to the stochastics of financial markets
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Cited in

(2)

• scientific article; zbMATH DE number 5852050 (Why is no real title available?)
• An introduction to option pricing and the mathematical theory of risk

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