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INTRODUCTION TO FINANCIAL MATHEMATICS : option valuation/ HUGO D. JUNGHENN

By: Material type: TextTextSeries: Financial Mathematics seriesPublication details: New work: CRC press, 2022.Edition: 2nd edDescription: xiii. 303 23ISBN:
  • 9781032475752
Subject(s): DDC classification:
  • 519.2 JUI
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
Summary: 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.
Item type: Books
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Holdings
Item type Current library Collection Shelving location Call number Copy number Status Date due Barcode
Books Books KU Central Library Rack No. : 29 Shelve No. : A-02 General Stack (Issuable Books) 511.2 JUI 2022 (Browse shelf(Opens below)) C-3 (I) Available 51508
Books Books KU Central Library Rack No. : 16 Annex : 01 Shelve No. : A-02 Reference Section (Non-Issuable Books) 511.2 JUI 2022 (Browse shelf(Opens below)) C-1 (NI) Not For Loan 51506
Books Books KU Central Library Rack No. : 16 Annex : 01 Shelve No. : A-02 Reference Section (Non-Issuable Books) 511.2 JUI 2022 (Browse shelf(Opens below)) C-2 (NI) Not For Loan 51507

Includes index and bibliography.

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

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.

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