The Resource Option Valuation, Junghenn, Hugo
Option Valuation, Junghenn, Hugo
Resource Information
The item Option Valuation, Junghenn, Hugo represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Merrimack Valley Library Consortium.This item is available to borrow from 1 library branch.
Resource Information
The item Option Valuation, Junghenn, Hugo represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Merrimack Valley Library Consortium.
This item is available to borrow from 1 library branch.
- 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
- Language
-
- eng
- eng
- Edition
- 1st edition
- Extent
- 1 online resource (266 pages)
- Label
- Option Valuation
- Title
- Option Valuation
- Statement of responsibility
- Junghenn, Hugo
- 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
- 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
- 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
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.mvlc.org/portal/Option-Valuation-Junghenn-Hugo/j3k1TzdXZzA/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.mvlc.org/portal/Option-Valuation-Junghenn-Hugo/j3k1TzdXZzA/">Option Valuation, Junghenn, Hugo</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.mvlc.org/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.mvlc.org/">Merrimack Valley Library Consortium</a></span></span></span></span></div>
