An introduction to financial mathematics : option valuation /

Bibliographic Details
Main Author: Junghenn, Hugo D. (Hugo Dietrich), 1939- (Author)
Corporate Author: ProQuest (Firm)
Other Authors: Hastings, Kevin J., 1955-
Format: eBook
Language:English
Published: Boca Raton, FL : CRC Press, Taylor & Francis Group, [2019]
Edition:Second edition.
Series:Chapman & Hall/CRC financial mathematics series.
Subjects:
Online Access:Connect to the full text of this electronic book

MARC

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250 |a Second edition. 
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500 |a Earlier edition: Introduction to financial mathematics / Kevin J. Hastings. 
504 |a Includes bibliographical references and index. 
505 0 |a 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: The Black-Scholes-Merton Model; 14: Path-Independent Options; 15: Path-Dependent Options. 
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