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:	Finance > Mathematical models. Business mathematics. Options (Finance) Electronic books.
Online Access:	Connect to the full text of this electronic book

Table of 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: The Black-Scholes-Merton Model; 14: Path-Independent Options; 15: Path-Dependent Options.