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An Introduction to Financial Mathematics - Option Valuation (Paperback, 2nd edition) Loot Price: R1,479
Discovery Miles 14 790
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

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Loot Price R1,479 Discovery Miles 14 790 | Repayment Terms: R139 pm x 12*

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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
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LSN: 1-03-247575-7
Barcode: 9781032475752

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