An Introduction to Financial Mathematics Option Valuation 2nd Edition

Browse Financial institution For Introduction: Evaluate Financial Mathematics Option Choices, 2nd edition

1. ISBN-10

   0367208822
2. ISBN-13

   978-0367208820The book “Introduction to Financial Mathematics: Option Valuation, Second Edition” provides a comprehensive overview of the calculations and models utilized in the valuation of financial derivatives.

   With fifteen chapters, the first ten cover option valuation methods in discrete time, while the final five describe theory in continuous time.

   The initial portion of the textbook delves into basic finance and probability. The author then explores the binomial model as the primary example of discrete-time option valuation. The concluding section examines the Black-Scholes model.

   The book is written to offer a straightforward explanation of the principles of option pricing, with a detailed exploration using standard discrete and stochastic calculus models. Additionally, the second edition includes new exercises and examples, and incorporates numerous tables and graphs generated by over 30 MS Excel VBA modules available on the author’s website.