An Introduction to Financial Mathematics: Option Valuation, 2nd Edition

2019 | ISBN: 0367208822 | English | 316 Pages | PDF | 6 MB

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 ?fteen chapters, the ?rst ten of which develop option valuation techniques in discrete time, the last ?ve 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.

Download:

http://longfiles.com/9mwsdfjln8lq/An_Introduction_to_Financial_Mathematics_Option_Valuation,_2nd_Edition.pdf.html

[Fast Download] An Introduction to Financial Mathematics: Option Valuation, 2nd Edition

Copyright Disclaimer:
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.