Option valuation : a first course in financial mathematics / 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