Book DescriptionA unified development of the subject, presenting the theory of options in each of the different forms and stressing the equivalence between each of the methodologies * Demystifies some of the more complex topics * Derives practical, tangible results using the theory, to help practitioners in problem solving * Applies the results одйнк obtained to the analysis and pricing of options in the equity, currency, commodity and interest rate markets * Gives the reader the analytical tools and technical jargon to understand the current technical literature available * Provides a user-friendly reference on option theory for practicing investors and traders Download Description"Option Theory takes the reader from first principles to the frontiers of modern finance theory The book is aimed at busy financial engineers at all levels, providing formulas and techniques that can be readily applied to real life problems; yet the theoretical basis of the subject is explored in detail so that the book will also appeal to students and researchers Written in a clear and accessible manner, the author covers the various approaches to option pricing: risk neutral expectations by integration, trees, analytical and numerical solutions of partial differential equations and Monte Carlo methods, demonstrating the close relationship between them.  Настольная2003 г ISBN 0471492892.