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An Introduction to Financial Mathematics
- Option Valuation
Engelsk
Bogcover for An Introduction to Financial Mathematics af Hugo D. Junghenn, 9781032475752
Specifikationer
Sprog:
Engelsk
Sider:
318
ISBN-13:
9781032475752
Indbinding:
Paperback
Udgave:
2
ISBN-10:
1032475757
Udg. Dato:
21 jan 2023
Størrelse i cm:
23,4 x 15,5 x 2,5
Oplagsdato:
21 jan 2023
Forfatter(e):

An Introduction to Financial Mathematics

- Option Valuation
Engelsk
Paperback 2023
Format:

Bog beskrivelse

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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Specifikationer
Sprog:
Engelsk
Sider:
318
ISBN-13:
9781032475752
Indbinding:
Paperback
Udgave:
2
ISBN-10:
1032475757
Udg. Dato:
21 jan 2023
Størrelse i cm:
23,4 x 15,5 x 2,5
Oplagsdato:
21 jan 2023
Forfatter(e):
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