This book is entirely devoted to discrete time and provides a detailed introduction to the construction of the rigorous mathematical tools required for the eval

A comprehensive and self-contained treatment of the theory and practice of option pricing. The role of martingale methods in financial modeling is exposed. The

Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation d

This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. The text is designed for

Filling the void between surveys of the field with relatively light mathematical content and books with a rigorous, formal approach to stochastic integration an