Option valuation a first course in financial mathematics
Option Valuation: A First Course in Financial Mathematics provides a straightforward introduction to the mathematics and models used in the valuation of financial derivatives. It examines the principles of option pricing in detail via standard binomial and stochastic calculus models. Developing the...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Boca Raton, FL :
Chapman and Hall/CRC, an imprint of Taylor and Francis
2011.
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| Edición: | 1st edition |
| Colección: | Chapman & Hall/CRC financial mathematics series.
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| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629685706719 |
| Sumario: | Option Valuation: A First Course in Financial Mathematics provides a straightforward introduction to the mathematics and models used in the valuation of financial derivatives. It examines the principles of option pricing in detail via standard binomial and stochastic calculus models. Developing the requisite mathematical background as needed, the text presents an introduction to probability theory and stochastic calculus suitable for undergraduate students in mathematics, economics, and finance. |
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| Notas: | Description based upon print version of record. |
| Descripción Física: | 1 online resource (264 p.) |
| Bibliografía: | Includes bibliographical references. |
| ISBN: | 9780429086236 9781439889121 |
