Cover Image
Read Now

Option Valuation a First Course in Financial Mathematics

Interest and Present ValueCompound Interest Annuities Bonds Rate of ReturnProbability SpacesSample Spaces and Events Discrete Probability Spaces General Probability Spaces Conditional Probability IndependenceRandom VariablesDefinition and General Properties Discrete Random Variables Continuous Rando...

Full description

Bibliographic Details
Main Author: Junghenn, Hugo D.
Format: eBook
Language:English
Published: Hoboken CRC Press 2011
Series:Chapman and Hall/CRC Financial Mathematics Series
Subjects:
Derivative Securities / Mathematics
Instruments Dérivés (finances) / Mathématiques
Business Mathematics / Fast
Options (finances) / Mathématiques
Options (finance) / Mathematics
Mathematics / Probability & Statistics / General / Bisacsh
Mathematics / General / Bisacsh
Derivative Securities / Mathematics / Fast
Business Mathematics / Http://id.loc.gov/authorities/subjects/sh85018308
Mathématiques Financières
Online Access:
Collection: O'Reilly - Collection details see MPG.ReNa
Table of Contents:
  • Includes bibliographical references and index
  • Front Cover; Contents; Preface; 1. Interest and Present Value; 2. Probability Spaces; 3. Random Variables; 4. Options and Arbitrage; 5. Discrete-Time Portfolio Processes; 6. Expectation of a Random Variable; 7. The Binomial Model; 8. Conditional Expectation and Discrete-Time Martingales; 9. The Binomial Model Revisited; 10. Stochastic Calculus; 11. The Black-Scholes-Merton Model; 12. Continuous-Time Martingales; 13. The BSM Model Revisited; 14. Other Options; A. Sets and Counting; B. Solution of the BSM PDE; C. Analytical Properties of the BSM Call Function

Similar Items