Article1999

An Introduction to Mathematical Finance: Options and Other Topics

50 citations0/0 files stored

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Financial Markets and Investment Strategies Capital Investment and Risk Analysis

Abstract

1. Probability 2. Normal random variables 3. Geometric Brownian motion 4. Interest rates and present value analysis 5. Pricing contracts via arbitrage 6. The arbitrage theorem 7. The Black-Scholes formula 8. Valuing by expected utility 9. Exotic options 10. Beyond geometric Brownian motion models 11. Autoregressive models and mean reversion.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Imported from OpenAlex (CC0) — nothing here is generated.