INTRODUCTION TO FINANCIAL MATHEMATICS : option valuation/
HUGO D. JUNGHENN
- 2nd ed.
- New work: CRC press, 2022.
- xiii. 303 23
- Financial Mathematics series. .
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.