Option pricing and estimation of financial models with R

A practical text for calibrating financial models and numerical option pricing featuring R, Option Pricing and Estimation of Financial Models With R distills inference and simulation of stochastic process in the field of model calibration for financial times series modeled with continuous time processes and numerical option pricing. The text presents post-graduate students and researchers with the basis of probability theory, explains how to model financial times series with continuous models, how to calibrate them, and explores option pricing with one or more underlying assets based on these models