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Author Junghenn, Hugo D.

Title Option Valuation : a First Course in Financial Mathematics. [O'Reilly electronic resource]

Imprint Hoboken : CRC Press, 2011.
To Access:
Available on O'Reilly for Public Libraries
Bookmark link: https://library.naperville-lib.org:444/record=b3170817~S1
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Description 1 online resource (264 pages)
Series Chapman and Hall/CRC Financial Mathematics Series
Chapman & Hall/CRC financial mathematics series.
Contents 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.
Note D. Hints and Solutions to Odd-Numbered ProblemsBibliography.
Summary 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 Random Variables Joint Distributions Independent Random Variables Sums of Independent Random VariablesOptions and ArbitrageArbitrage Classification of Derivatives Forwards Currency Forwards FuturesOptions Properties of Options Dividend-Paying StocksDiscrete-Time Portfolio ProcessesDiscrete-Time Stochasti.
Bibliography Includes bibliographical references and index.
Subject Business mathematics.
Derivative securities -- Mathematics.
Options (Finance) -- Mathematics.
Mathématiques financières.
Instruments dérivés (Finances) -- Mathématiques.
Options (Finances) -- Mathématiques.
Business mathematics
Derivative securities -- Mathematics
Other Form: Print version: Junghenn, Hugo D. Option Valuation : A First Course in Financial Mathematics. Hoboken : CRC Press, ©2011 9781439889114
ISBN 9781439889121
1439889120
(hardcover ; alk. paper)
(hardcover ; alk. paper)
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