Chapter

Introduction

Tomas Björk

in Arbitrage Theory in Continuous Time

Published in print September 1998 | ISBN: 9780198775188
Published online November 2003 | e-ISBN: 9780191595981 | DOI: http://dx.doi.org/10.1093/0198775180.003.0001
 Introduction

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In this chapter, the reader is introduced, via a concrete example, to the general problem of pricing contingent claims.

Keywords: contingent claims; options; pricing

Chapter.  1851 words. 

Subjects: Financial Markets

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