An introduction to financial mathematics : option valuation /: option valuation. (2019)

• Record Type: Book
• Uniform Title: Option valuation
• Further Information: Note: Hugo D. Junghenn.
• Authors: Junghenn, Hugo D (Hugo Dietrich), 1939-
• Contents: 1 Basic Finance; 2 Probability Spaces; 3 Random Variables; 4 Options and Arbitrage; 5 Discrete-Time Portfolio Processes; 6 Expectation; 7 The Binomial Model; 8 Conditional Expectation; 9 Martingales in Discrete Time Markets; 10 American Claims in Discrete-Time Markets; 11 Stochastic Calculus 12 The Black-Scholes-Merton Model; 13 Martingales in the Black-Scholes-Merton Model; 14 Path Independent Options; 15 Path Dependent Options; A Basic Combinatorics; B Solution of the BSM PDE; C Properties of the BSM Call Function; D Solutions to Odd-Numbered Problems
• Edition: Second edition
• Publisher Details: Boca Raton : Chapman & Hall/CRC
• Publication Date: 2019
• Extent: 1 online resource, illustrations (black and white)
• Subjects: 332.6453; Options (Finance) -- Mathematical models; Option value -- Mathematical models; Finance -- Mathematical models
• Languages: English
• ISBNs: 9780429558962; 9780429554490; 9780429563430; 9780429263934
• Related ISBNs: 9780367208820
• Notes: Note: Includes bibliographical references and index.; Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.