An introduction to financial mathematics option valuation

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 d...

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Bibliographic Details
Other Authors: Junghenn, Hugo D. 1939- author (author), Hastings, Kevin J., 1955- (-)
Format: eBook
Language:Inglés
Published: Boca Raton : CRC Press [2019].
Edition:Second edition
Series:Advances in applied mathematics.
Subjects:
See on Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009777840306719
Table of Contents:
  • Theory of interest
  • Bonds
  • Discrete probability for finance
  • Portfolio theory
  • Valuation of derivatives.