| Title | Option valuation : a first course in financial mathematics |
|---|---|
| Author | Hugo D. Junghenn |
| Imprint | Boca Raton, FL : CRC Press, c2012 |
| Descript | xiii, 252 p. ; 24 cm |
Interest and present value -- Probability spaces -- Random variables -- Options and arbitrage -- Discrete-time portfolio processes -- Expectation of a random variable -- The binomial model -- Conditional expectation and discrete-time martingales -- The binomial model revisited -- Stochastic calculus -- The black-scholes-merton model -- Continuous-time martingales -- The BSM model revisited -- Other options
| LOCATION | CALL# | STATUS |
|---|---|---|
| Central Library (5th Floor) | 332.64530151 J95O | CHECK SHELVES |
Chulalinet's Book Delivery Request
Location
Contact Us
Tel. 0-2218-2929,
About Us
Social Network
