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An introduction to financial mathematics[electronic resource] :option valuation /

紀錄類型:	書目-電子資源 : Monograph/item
杜威分類號:	332.64/530151
書名/作者:	An introduction to financial mathematics : option valuation // Hugo D. Junghenn.
作者:	Junghenn, Hugo D.
其他作者:	Hastings, Kevin J.,
出版者:	Boca Raton, FL : : CRC Press,, c2019.
面頁冊數:	1 online resource.
附註:	"A Chapman & Hall book."
標題:	Finance - Mathematical models.
標題:	Business mathematics.
標題:	Options (Finance)
ISBN:	9780429263934
ISBN:	0429263937
ISBN:	9780429554490
ISBN:	0429554494
ISBN:	9780429558962
ISBN:	0429558961
ISBN:	9780429563430
ISBN:	0429563434
書目註:	Includes bibliographical references and index.
摘要、提要註:	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/.
電子資源:	https://www.taylorfrancis.com/books/9780429263934

An introduction to financial mathematics[electronic resource] :option valuation /
Junghenn, Hugo D.1939-

An introduction to financial mathematicsoption valuation /[electronic resource] :Hugo D. Junghenn. - 2nd ed. - Boca Raton, FL :CRC Press,c2019. - 1 online resource. - Chapman & Hall/CRC financial mathematics series. - Chapman & Hall/CRC financial mathematics series..

"A Chapman & Hall book."

Includes bibliographical references and index.

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/.

ISBN: 9780429263934Subjects--Topical Terms:

342179
Finance
--Mathematical models.

LC Class. No.: HG106

Dewey Class. No.: 332.64/530151

An introduction to financial mathematics[electronic resource] :option valuation /
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245 1 3 $a An introduction to financial mathematics $h [electronic resource] : $b option valuation / $c Hugo D. Junghenn.
250 $a 2nd ed.
260 $a Boca Raton, FL : $b CRC Press, $c c2019.
300 $a 1 online resource.
490 1 $a Chapman & Hall/CRC financial mathematics series
500 $a "A Chapman & Hall book."
500 $a Earlier edition: Introduction to financial mathematics / Kevin J. Hastings.
504 $a Includes bibliographical references and index.
520 $a 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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650 0 $a Finance $x Mathematical models. $3 342179
650 0 $a Business mathematics. $3 172382
650 0 $a Options (Finance) $3 205876
700 1 $a Hastings, Kevin J., $d 1955- $t Introduction to financial mathematics. $3 747615
830 0 $a Chapman & Hall/CRC financial mathematics series. $3 488366
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