Introduction to Financial Mathematics - Option Valuation

Informationen zum 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. Klappentext Designed 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. Zusammenfassung Designed 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. Inhaltsverzeichnis 1 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

Product details

• Authors: Hugo D. Junghenn, Hugo D. (The George Washington Universit Junghenn, Junghenn Hugo D.
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Hardback
• Released: 08.03.2019
• EAN: 9780367208820
• ISBN: 978-0-367-20882-0
• No. of pages: 304
• Series: Chapman and Hall/CRC Financial Mathematics Series
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; Social sciences, law, business > Business > Advertising, marketing; BUSINESS & ECONOMICS / Finance / General, MATHEMATICS / General, MATHEMATICS / Probability & Statistics / General, Economic statistics, Applied mathematics, Econometrics and economic statistics