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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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Junghenn, Hugo D.
Format: Electronic eBook
Language:Inglés
Published: Hoboken : CRC Press, 2011.
Series:Chapman & Hall/CRC financial mathematics series.
Subjects:
Business mathematics.
Derivative securities > Mathematics.
Options (Finance) > Mathematics.
Mathématiques financières.
Instruments dérivés (Finances) > Mathématiques.
Options (Finances) > Mathématiques.
MATHEMATICS > General.
MATHEMATICS > Probability & Statistics > General.
Online Access:Texto completo (Requiere registro previo con correo institucional)
Table of Contents:
  • 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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