Saving the Breakout by Alwyn Featherston

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Saving the Breakout by Alwyn Featherston

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Saving the Breakout by Alwyn Featherston

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 fifteen chapters, the first ten of which develop option valuation techniques in discrete time, the last five 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/.

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Alwyn Featherston is a Durham native and a 1973 graduate of Duke University, and he has covered ACC basketball since 1970. He joined the Durham Sun in 1974 and he served as the UNC, Duke and N.C. State beat writer for the Herald-Sun until 2005. He now works as a freelance writer in the Durham area. He has won a number of awards for his writing, including the 2001 National Association of Sports Writers first place award for game coverage and four North Carolina Press Association Awards. Featherson is the author of Saving the Breakout: The 30th Division's Heroic Stand at Mortain, August 7-12, 1944 (Presidio Press, 1993).
SKU Non disponible
ISBN 13 9780891414902
ISBN 10 0891414908
Titre Saving the Breakout
Auteur Alwyn Featherston
État Non disponible
Type de reliure Hardback
Éditeur Presidio Press
Année de publication 1993-06-01
Nombre de pages 304
Note de couverture La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier.
Note Non disponible