An introduction to financial mathematics : option valuation /
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. The book consists of fteen chapters, the rst ten of which develop option valuation techniques in discrete time, the last ve d...
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| Format: | eBook |
| Language: | English |
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Boca Raton :
CRC Press,
[2019].
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| Edition: | Second edition. |
| Series: | Chapman & Hall/CRC financial mathematics series
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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. The book consists of fteen chapters, the rst ten of which develop option valuation techniques in discrete time, the last ve describing the theory in continuous time. The first half of the textbook develops basic finance and probability. The author then treats the binomial model as the primary example of discrete-time option valuation. The final part of the textbook examines the Black-Scholes model. The book is written to provide a straightforward account of the principles of option pricing and examines these principles in detail using standard discrete and stochastic calculus models. Additionally, the second edition has new exercises and examples, and includes many tables and graphs generated by over 30 MS Excel VBA modules available on the author's webpage https://home.gwu.edu/~hdj/. |
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| Item Description: | Earlier edition: Introduction to financial mathematics / Kevin J. Hastings. |
| Physical Description: | 1 online resource. |
| ISBN: | 9780429263934 0429263937 9780429554490 0429554494 9780429558962 0429558961 9780429563430 0429563434 |