An Introduction to Financial Mathematics

DOI10.1201/9780429263934zbMath1417.91003OpenAlexW4240037634MaRDI QIDQ3119425

Hugo D. Junghenn

Publication date: 11 March 2019

Full work available at URL: https://doi.org/10.1201/9780429263934

zbMATH Keywords

option pricingBlack-Scholes-Merton modelCox-Ross-Rubinstein binomial modeldiscrete-time and continuous-time martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

Related Items (1)

MultiObjective Dynamic Optimization of Investment Portfolio Based on Model Predictive Control

Uses Software

• Excel

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