An Introduction to Financial Mathematics: Option Valuation

2nd Edition

Hugo D. Junghenn

Chapman and Hall/CRC
May 9, 2019 Forthcoming
Textbook - 328 Pages - 38 B/W Illustrations
ISBN 9780367208820 - CAT# K419194

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Summary

The text is an introduction to the mathematics and models used in the valuation of financial derivatives.  The first half of the book develops the 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 book treats the Black-Scholes model. Additional examples and new exercises are added. The general exposition, in particular proofs of theorems, is reworked. The main addition is a variety of data in the form of tables, charts, and graphs that illustrate properties of financial derivatives. These were generated by the 31 VBA Excel programs available on my web page.

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