C++ for Financial Mathematics
John Armstrong
PocketEngelsk
Del av serien Chapman and Hall/CRC Financial Mathematics Series
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An Introduction to Financial Mathematics
Av Hugo D. Junghenn, 2023.Del av serien Chapman and Hall/CRC Financial Mathematics Series.
Option Valuation
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. 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/.
Språk: Engelsk
679,-
Ikke tilgjengelig for Klikk&Hent
Midlertidig tomt på lager
Bestillingsvare. Forventes sendt om ca 8 dager
Oppdag mer
An Introduction to Financial Mathematics
Av Hugo D. Junghenn, 2023.Del av serien Chapman and Hall/CRC Financial Mathematics Series.
Option Valuation
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. 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/.
Oppdag mer
679,-
Språk: Engelsk
Ikke tilgjengelig for Klikk&Hent
Midlertidig tomt på lager
Bestillingsvare. Forventes sendt om ca 8 dager
679,-
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