A partial introduction to financial asset pricing theory
نویسندگان
چکیده
منابع مشابه
A Partial Introduction to Financial Asset Pricing Theory
We present an introduction to mathematical Finance Theory for math ematicians The approach is to start with an abstract setting and then introduce hypotheses as needed to develop the theory We present the basics of European call and put options and we show the connection between American put options and backwards stochastic di erential equations
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2001
ISSN: 0304-4149
DOI: 10.1016/s0304-4149(00)00064-8