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Option Valuation : a First Course in Financial Mathematics.
Interest and Present ValueCompound Interest Annuities Bonds Rate of ReturnProbability SpacesSample Spaces and Events Discrete Probability Spaces General Probability Spaces Conditional Probability IndependenceRandom VariablesDefinition and General Properties Discrete Random Variables Continuous Rando...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken :
CRC Press,
2011.
|
| Colección: | Chapman & Hall/CRC financial mathematics series.
|
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
MARC
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| 003 | OCoLC | ||
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| 020 | |a 9781439889121 | ||
| 020 | |a 1439889120 | ||
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| 100 | 1 | |a Junghenn, Hugo D. | |
| 245 | 1 | 0 | |a Option Valuation : |b a First Course in Financial Mathematics. |
| 260 | |a Hoboken : |b CRC Press, |c 2011. | ||
| 300 | |a 1 online resource (264 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Chapman and Hall/CRC Financial Mathematics Series | |
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Front Cover; Contents; Preface; 1. Interest and Present Value; 2. Probability Spaces; 3. Random Variables; 4. Options and Arbitrage; 5. Discrete-Time Portfolio Processes; 6. Expectation of a Random Variable; 7. The Binomial Model; 8. Conditional Expectation and Discrete-Time Martingales; 9. The Binomial Model Revisited; 10. Stochastic Calculus; 11. The Black-Scholes-Merton Model; 12. Continuous-Time Martingales; 13. The BSM Model Revisited; 14. Other Options; A. Sets and Counting; B. Solution of the BSM PDE; C. Analytical Properties of the BSM Call Function. | |
| 500 | |a D. Hints and Solutions to Odd-Numbered ProblemsBibliography. | ||
| 520 | |a Interest and Present ValueCompound Interest Annuities Bonds Rate of ReturnProbability SpacesSample Spaces and Events Discrete Probability Spaces General Probability Spaces Conditional Probability IndependenceRandom VariablesDefinition and General Properties Discrete Random Variables Continuous Random Variables Joint Distributions Independent Random Variables Sums of Independent Random VariablesOptions and ArbitrageArbitrage Classification of Derivatives Forwards Currency Forwards FuturesOptions Properties of Options Dividend-Paying StocksDiscrete-Time Portfolio ProcessesDiscrete-Time Stochasti. | ||
| 504 | |a Includes bibliographical references and index. | ||
| 590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 650 | 0 | |a Business mathematics. | |
| 650 | 0 | |a Derivative securities |x Mathematics. | |
| 650 | 0 | |a Options (Finance) |x Mathematics. | |
| 650 | 6 | |a Mathématiques financières. | |
| 650 | 6 | |a Instruments dérivés (Finances) |x Mathématiques. | |
| 650 | 6 | |a Options (Finances) |x Mathématiques. | |
| 650 | 7 | |a MATHEMATICS |x General. |2 bisacsh | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x General. |2 bisacsh | |
| 650 | 7 | |a Business mathematics. |2 fast |0 (OCoLC)fst00842780 | |
| 650 | 7 | |a Derivative securities |x Mathematics. |2 fast |0 (OCoLC)fst00891027 | |
| 776 | 0 | 8 | |i Print version: |a Junghenn, Hugo D. |t Option Valuation : A First Course in Financial Mathematics. |d Hoboken : CRC Press, ©2011 |z 9781439889114 |
| 830 | 0 | |a Chapman & Hall/CRC financial mathematics series. | |
| 856 | 4 | 0 | |u https://learning.oreilly.com/library/view/~/9781439889121/?ar |z Texto completo (Requiere registro previo con correo institucional) |
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