The Resource Option Valuation, Junghenn, Hugo

Option Valuation, Junghenn, Hugo

Label
Option Valuation
Title
Option Valuation
Statement of responsibility
Junghenn, Hugo
Creator
Contributor
Author
Subject
Genre
Language
  • eng
  • eng
Summary
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. The first nine chapters of the book describe option valuation techniques in discrete time, focusing on the binomial model. The author shows how the binomial model offers a practical method for pricing options using relatively elementary mathematical tools. The binomial model also enables a clear, concrete exposition of fundamental principles of finance, such as arbitrage and hedging, without the distraction of complex mathematical constructs. The remaining chapters illustrate the theory in continuous time, with an emphasis on the more mathematically sophisticated Black-Scholes-Merton model. Largely self-contained, this classroom-tested text offers a sound introduction to applied probability through a mathematical finance perspective. Numerous examples and exercises help students gain expertise with financial calculus methods and increase their general mathematical sophistication. The exercises range from routine applications to spreadsheet projects to the pricing of a variety of complex financial instruments. Hints and solutions to odd-numbered problems are given in an appendix and a full solutions manual is available for qualifying instructors
http://library.link/vocab/creatorName
Junghenn, Hugo
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
O'Reilly Media Company
Label
Option Valuation, Junghenn, Hugo
Link
https://databases.mvlc.org/connect/oreilly?ID=9781439889121
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Dimensions
unknown
Edition
1st edition
Extent
1 online resource (266 pages)
Form of item
online
Issuing body
Made available through: O'Reilly Media Company.
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
(CaSebORM)9781439889121
System details
Mode of access: World Wide Web
Label
Option Valuation, Junghenn, Hugo
Link
https://databases.mvlc.org/connect/oreilly?ID=9781439889121
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Dimensions
unknown
Edition
1st edition
Extent
1 online resource (266 pages)
Form of item
online
Issuing body
Made available through: O'Reilly Media Company.
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
(CaSebORM)9781439889121
System details
Mode of access: World Wide Web

Library Locations

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