First course in options pricing theory

By:

Calogero, Simone

Publication details: Philadaelphia: Society for Industrial and Applied Mathematics (SIAM), 2023.Description: xii, 286p.: pbk.: 25 cmISBN:

9781611977639

Subject(s):

DDC classification:

332.645 CAL

Summary: Among the many branches of applied mathematics, options pricing theory occupies a unique position: it utilizes a wide range of advanced mathematical concepts, making it appealing to mathematicians, and it is regularly applied at financial institutions, making it indispensable to practitioners. The emergence of artificial intelligence in the financial industry has led to further interest in mathematical finance and has increased the demand for literature on this subject that is accessible to a large audience. This book presents a self-contained introduction to options pricing theory and includes a complete discussion of the required concepts in finance and probability theory; an introduction to basic models, emphasizing both critical thinking and practical applications over 200 exercises, several Python codes for the analysis and application of the options pricing models, and numerical projects intended to help close the gap between theory and practice. https://epubs.siam.org/doi/book/10.1137/1.9781611977646

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Item type	Current library	Collection	Call number	Copy number	Status	Barcode
Books	IIT Gandhinagar	General	332.645 CAL (Browse shelf(Opens below))	1	Available	034432

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Includes Bibliography, and Index.

Among the many branches of applied mathematics, options pricing theory occupies a unique position: it utilizes a wide range of advanced mathematical concepts, making it appealing to mathematicians, and it is regularly applied at financial institutions, making it indispensable to practitioners. The emergence of artificial intelligence in the financial industry has led to further interest in mathematical finance and has increased the demand for literature on this subject that is accessible to a large audience.

This book presents a self-contained introduction to options pricing theory and includes

a complete discussion of the required concepts in finance and probability theory;

an introduction to basic models, emphasizing both critical thinking and practical applications

over 200 exercises, several Python codes for the analysis and application of the options pricing models, and numerical projects intended to help close the gap between theory and practice.

https://epubs.siam.org/doi/book/10.1137/1.9781611977646

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