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TitleOption valuation : a first course in financial mathematics
Author Hugo D. Junghenn
Imprint Boca Raton, FL : CRC Press, c2012
Descript xiii, 252 p. ; 24 cm

CONTENT

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


Options (Finance) -- Mathematics Derivative securities -- Mathematics Business mathematics

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