An Introduction to Financial Mathematics: Option Valuation (Chapman and Hall/CRC Financial Mathematics Series) - Tapa blanda

Libro 43 de 71: Chapman and Hall/CRC Financial Mathematics

Junghenn, Hugo D.

 
9781032475752: An Introduction to Financial Mathematics: Option Valuation (Chapman and Hall/CRC Financial Mathematics Series)
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ISBN 10: 1032475757 ISBN 13: 9781032475752
Editorial: Chapman and Hall/CRC, 2023

Sinopsis

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/.

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Acerca del autor

Hugo D. Junghenn is Professor of Mathematics at The George Washington University. He has published numerous journal articles and is the author of several books, including A Course in Real Analysis and Principles of Analysis: Measure, Integration, Functional Analysis, and Applications. His research interests include functional analysis, semigroups, and probability.

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Editorial
Chapman and Hall/CRC
Año de publicación
2023
Idioma
Inglés
ISBN 10 
1032475757
ISBN 13 
9781032475752
Encuadernación
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Número de edición
2
Número de páginas
318
Contacto del fabricante
Taylor and Francis, GPSR Taylor and Francis
gpsr@taylorandfrancis.com

Taylor & Francis Verlag GmbH, Kaufingerstraße 24
München
80331
Alemania

Otras ediciones populares con el mismo título

9780367208820: An Introduction to Financial Mathematics: Option Valuation (Chapman and Hall/CRC Financial Mathematics Series)

Edición Destacada

ISBN 10:  0367208822 ISBN 13:  9780367208820
Editorial: Chapman and Hall/CRC, 2019
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