INTRODUCTION TO FINANCIAL MATHEMATICS : option valuation/ HUGO D. JUNGHENN
Material type:
TextSeries: Financial Mathematics seriesPublication details: New work: CRC press, 2022.Edition: 2nd edDescription: xiii. 303 23ISBN: - 9781032475752
- 519.2 JUI
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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 | ||
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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 | ||
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Books
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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 |
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| 510.5 ALM 1984 Matrics and Liner transformations / | 510.5 ALM 1984 Matrics and Liner transformations / | 510.5 ALM 1984 Matrics and Liner transformations / | 511.2 JUI 2022 INTRODUCTION TO FINANCIAL MATHEMATICS : option valuation/ | 512 KHM 1990 Matrices / | 512 KHM 1990 Matrices / | 512.7 CHE 2010 Essentials of Real Analysis / |
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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