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About this product
Product Identifiers
PublisherCRC Press LLC
ISBN-101032475757
ISBN-139781032475752
eBay Product ID (ePID)13058359143
Product Key Features
Edition2
Book TitleIntroduction to Financial Mathematics : Option Valuation
Number of Pages318 Pages
LanguageEnglish
TopicProbability & Statistics / General, Finance / General, General
Publication Year2023
IllustratorYes
GenreMathematics, Business & Economics
AuthorHugo D. Junghenn
Book SeriesChapman and Hall/Crc Financial Mathematics Ser.
FormatTrade Paperback
Dimensions
Item Weight21.3 Oz
Item Length9.2 in
Item Width6.1 in
Additional Product Features
Dewey Edition23
TitleLeadingAn
Dewey Decimal332.6453
Table Of Content1 Basic Finance2 Probability Spaces3 Random Variables4 Options and Arbitrage5 Discrete-Time Portfolio Processes6 Expectation7 The Binomial Model8 Conditional Expectation9 Martingales in Discrete Time Markets10 American Claims in Discrete-Time Markets11 Stochastic Calculus 12 The Black-Scholes-Merton Model13 Martingales in the Black-Scholes-Merton Model14 Path Independent Options15 Path Dependent OptionsA Basic CombinatoricsB Solution of the BSM PDEC Properties of the BSM Call FunctionD Solutions to Odd-Numbered Problems
SynopsisDesigned for readers having a background in standard multivariable calculus, Introduction to Financial Mathematics: Option Valuation, Second Edition is a well-rounded primer to the mathematics and models used in the valuation of financial derivatives. New examples and exercises have been added in this second edition. <, Introduction to Financial Mathematics: Option Valuation, Second Edition is a well-rounded primer to the mathematics and models used in the valuation of financial derivatives. The book consists of Fifteen chapters, the First ten of which develop option valuation techniques in discrete time, the last Five describing the theory in continuous time. The first half of the textbook develops basic finance and probability. The author then treats the binomial model as the primary example of discrete-time option valuation. The final part of the textbook examines the Black-Scholes model. The book is written to provide a straightforward account of the principles of option pricing and examines these principles in detail using standard discrete and stochastic calculus models. Additionally, the second edition has new exercises and examples, and includes many tables and graphs generated by over 30 MS Excel VBA modules available on the author's webpage https://home.gwu.edu/~hdj/ ., An Introduction to Financial Mathematics: Option Valuation, Second Edition is a well-rounded primer to the mathematics and models used in the valuation of financial derivatives. The book consists of fifteen chapters, the first ten of which develop option valuation techniques in discrete time, the last five describing the theory in continuous time. The first half of the textbook develops basic finance and probability. The author then treats the binomial modal as the primary example of discrete-time option valuation. The final part of the textbook examines the Black-Scholes model. The book is written to provide a straightforward account of the principles of option pricing and examines these principles in detail using standard discrete and stochastic calculus models. Additionally, the second edition has new exercises and examples, and includes many tables and graphs generated by over 30 MS Excel VBA modules available on the author's webpage https://home.gwu.edu/Ëœhdj/. Features, The text is designed for a first course in financial mathematics, focusing on methods of options valuation. Excel VBA programs found on the author's website may be used for additional learning, Several pricing models are used to determine the fair market value of an option. The Black-Sholes model is the most widely used and the book directly addresses this need, The new edition includes many revisions designed to improve readability and clarity, The Second edition features new examples and exercises to help readers better understand the book's core concepts
LC Classification NumberHG6042
