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...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Junghenn, Hugo D.
Format: Électronique eBook
Langue:Inglés
Publié: Hoboken : CRC Press, 2011.
Collection:Chapman & Hall/CRC financial mathematics series.
Sujets:
Business mathematics.
Derivative securities > Mathematics.
Options (Finance) > Mathematics.
Mathématiques financières.
Instruments dérivés (Finances) > Mathématiques.
Options (Finances) > Mathématiques.
MATHEMATICS > General.
MATHEMATICS > Probability & Statistics > General.
Accès en ligne:Texto completo (Requiere registro previo con correo institucional)
Table des matières:
  • 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.

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