Option Pricing: Theory and Numerical Methods

17 Pages Posted: 28 May 2010 Last revised: 8 Jun 2010

See all articles by Volodymyr Babich

Volodymyr Babich

Georgetown University - McDonough School of Business

Bardia Kamrad

Georgetown University - McDonough School of Business

Date Written: May 5, 2009

Abstract

In this article we will describe models, theory, and numerical methods for pricing derivative securities.

Suggested Citation

Babich, Volodymyr and Kamrad, Bardia, Option Pricing: Theory and Numerical Methods (May 5, 2009). Available at SSRN: https://ssrn.com/abstract=1616948 or http://dx.doi.org/10.2139/ssrn.1616948

Volodymyr Babich (Contact Author)

Georgetown University - McDonough School of Business ( email )

3700 O Street, NW
Washington, DC 20057
United States

Bardia Kamrad

Georgetown University - McDonough School of Business ( email )

3700 O Street, NW
Washington, DC 20057
United States

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