0
Your cart

Your cart is empty

Books > Business & Economics > Economics > Econometrics > Economic statistics

Buy Now

An Introduction to Financial Mathematics - Option Valuation (Paperback, 2nd edition) Loot Price: R1,566
Discovery Miles 15 660
An Introduction to Financial Mathematics - Option Valuation (Paperback, 2nd edition): Hugo D. Junghenn

An Introduction to Financial Mathematics - Option Valuation (Paperback, 2nd edition)

Hugo D. Junghenn

Series: Chapman and Hall/CRC Financial Mathematics Series

 (sign in to rate)
Loot Price R1,566 Discovery Miles 15 660 | Repayment Terms: R147 pm x 12*

Bookmark and Share

Expected to ship within 12 - 17 working days

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 fifteen chapters, the first ten of which develop option valuation techniques in discrete time, the last five 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/.

General

Imprint: Taylor & Francis
Country of origin: United Kingdom
Series: Chapman and Hall/CRC Financial Mathematics Series
Release date: 2023
First published: 2019
Authors: Hugo D. Junghenn
Dimensions: 234 x 156mm (L x W)
Format: Paperback
Pages: 318
Edition: 2nd edition
ISBN-13: 978-1-03-247575-2
Categories: Books > Business & Economics > Economics > Econometrics > Economic statistics
Books > Science & Mathematics > Mathematics > Applied mathematics > General
Promotions
LSN: 1-03-247575-7
Barcode: 9781032475752

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

The South African Informal Sector…
Frederick Fourie Paperback R116 R108 Discovery Miles 1 080
Basic mathematics for economics students…
Derek Yu Paperback R383 Discovery Miles 3 830
Operations and Supply Chain Management
James Evans, David Collier Hardcover R1,427 R1,327 Discovery Miles 13 270
On the Cusp - From Population Boom to…
Charles S. Pearson Hardcover R1,272 Discovery Miles 12 720
Matching, Regression Discontinuity…
Myoung-Jae Lee Hardcover R4,060 Discovery Miles 40 600
Operations And Supply Chain Management
David Collier, James Evans Hardcover R1,451 R1,347 Discovery Miles 13 470
Scale-Free Networks - Complex Webs in…
Guido Caldarelli Hardcover R4,274 Discovery Miles 42 740
E.Europe Russia & C Asia 2001
Europa Publications Hardcover R10,905 Discovery Miles 109 050
Statistics for Business and Economics…
Paul Newbold, William Carlson, … Paperback R2,629 Discovery Miles 26 290
Energy Use Policies and Carbon Pricing…
Arun Advani, Samuela Bassi, … Paperback R358 Discovery Miles 3 580
Basic mathematics for economics students…
D. Yu Paperback R383 Discovery Miles 3 830
Quantitative statistical techniques
Swanepoel Swanepoel, Vivier Vivier, … Paperback  (2)
R662 Discovery Miles 6 620

See more

Partners