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9781439889114

Option Valuation: A First Course in Financial Mathematics

by ;
  • ISBN13:

    9781439889114

  • ISBN10:

    1439889112

  • Format: Hardcover
  • Copyright: 2011-11-23
  • Publisher: Chapman & Hall
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List Price: $72.95
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Summary

This book provides a mathematically rigorous, straightforward account of option pricing in financial mathematics. The author treats the intricate financial models in a direct way that can be understood by those with only a calculus prerequisite. He also includes an in-depth discussion of probability theory, martingale methods, and the use of spreadsheets to give numerical substance to the theoretical models. The text contains numerous examples and exercises that range from fairly routine to the pricing of complex financial instruments, helping readers gain expertise in financial calculus methods.

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