An Introduction to Financial Mathematics (Chapman and Hall/CRC Financial Mathematics Series)

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/.

Business & Money

Junghenn, Hugo D.

Finance

Chapman and Hall/CRC

This treatment of analysis on semigroups stresses the functional analytical and dynamical theory of continuous representations of semitopological semigroups. Topics covered include compact semitopological semigroups, invariant means and idempotent means on compact semitopological semigroups, affine compactifications, left multiplicatively continuous functions and weakly left continuous functions, compactifications of infinite direct products, and weakly almost periodic semigroups of Markov operators. Contains over 200 exercises, from simple applications and examples to further developments of the theory.

Analysis on Semigroups: Function Spaces, Compactifications, Representations (Wiley-Interscience and Canadian Mathematics Series of Monographs and Texts)

Science & Math

Berglund, John F.

Milnes, Paul

Mathematics

Wiley-Interscience

This book, for a first undergraduate course in Discrete Mathematics, systematically exploits the relationship between discrete mathematics and computer programming. Unlike most discrete mathematics texts focusing on one of the other, the book explores the rich and important connection between these two disciplines and shows how each discipline reinforces and enhances the other. 
The mathematics in the book is self-contained, requiring only a good background in precalculus and some mathematical maturity. New mathematical topics are introduced as needed. 
The coding language used is VBA Excel. The language is easy to learn, has intuitive commands, and the reader can develop interesting programs from the outset. Additionally, the spreadsheet platform in Excel makes for convenient and transparent data input and output and provides a powerful venue for complex data manipulation. Manipulating data is greatly simpliﬁed using spreadsheet features and visualizing the data can make programming and debugging easier. 
The VBA language is seamlessly integrated into the spreadsheet environment with no other resources required. Furthermore, as some of the modules in the book show, intricate patterns, graphs, and animation in the form of moving cells is possible. 
Features 
Introduces coding in VBA Excel assuming no previous coding experience. 
Develops programs in Linear Analysis, Logic, Combinatorics, Probability, and Number Theory. 
Contains over 90 fully tested and debugged programs. The code for these is as well as the exercises is available on the author's website. 
Contains numerous examples that gradually introduce the reader to coding techniques. 
Includes programs that solve systems of linear equations, linear programming problems, combinatorial problems, Venn diagram problems and programs that produce truth tables from logic statements and logic statements from switching and gate circuits, encrypt and decrypt messages and simulate probability experiments.

Discrete Mathematics with Coding (Textbooks in Mathematics)

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 &#64257;fteen chapters, the &#64257;rst ten of which develop option valuation techniques in discrete time, the last &#64257;ve 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/.

Principles of Analysis: Measure, Integration, Functional Analysis, and Applications prepares readers for advanced courses in analysis, probability, harmonic analysis, and applied mathematics at the doctoral level. The book also helps them prepare for qualifying exams in real analysis. It is designed so that the reader or instructor may select topics suitable to their needs. The author presents the text in a clear and straightforward manner for the readers' benefit. At the same time, the text is a thorough and rigorous examination of the essentials of measure, integration and functional analysis. The book includes a wide variety of detailed topics and serves as a valuable reference and as an efficient and streamlined examination of advanced real analysis. The text is divided into four distinct sections: Part I develops the general theory of Lebesgue integration; Part II is organized as a course in functional analysis; Part III discusses various advanced topics, building on material covered in the previous parts; Part IV includes two appendices with proofs of the change of the variable theorem and a joint continuity theorem. Additionally, the theory of metric spaces and of general topological spaces are covered in detail in a preliminary chapter . Features: <ul> <li style="list-style: none"> </li> <li>Contains direct and concise proofs with attention to detail</li> <li style="list-style: none"> </li> <li>Features a substantial variety of interesting and nontrivial examples</li> <li style="list-style: none"> </li> <li>Includes nearly 700 exercises ranging from routine to challenging with hints for the more difficult exercises</li> <li style="list-style: none"> </li> <li>Provides an eclectic set of special topics and applications</li> <li style="list-style: none"> </li> </ul> About the Author: Hugo D. Junghenn is a professor of mathematics at The George Washington University. He has published numerous journal articles and is the author of several books, including Option Valuation: A First Course in Financial Mathematics and A Course in Real Analysis. His research interests include functional analysis, semigroups, and probability.

Principles of Analysis

CRC-Press

Option Valuation: A First Course in Financial Mathematics provides a straightforward introduction to the mathematics and models used in the valuation of financial derivatives. It examines the principles of option pricing in detail via standard binomial and stochastic calculus models. Developing the requisite mathematical background as needed, the text presents an introduction to probability theory and stochastic calculus suitable for undergraduate students in mathematics, economics, and finance. The first nine chapters of the book describe option valuation techniques in discrete time, focusing on the binomial model. The author shows how the binomial model offers a practical method for pricing options using relatively elementary mathematical tools. The binomial model also enables a clear, concrete exposition of fundamental principles of finance, such as arbitrage and hedging, without the distraction of complex mathematical constructs. The remaining chapters illustrate the theory in continuous time, with an emphasis on the more mathematically sophisticated Black-Scholes-Merton model. Largely self-contained, this classroom-tested text offers a sound introduction to applied probability through a mathematical finance perspective. Numerous examples and exercises help students gain expertise with financial calculus methods and increase their general mathematical sophistication. The exercises range from routine applications to spreadsheet projects to the pricing of a variety of complex financial instruments. Hints and solutions to odd-numbered problems are given in an appendix and a full solutions manual is available for qualifying instructors.

Option Valuation: A First Course in Financial Mathematics (Chapman and Hall/CRC Financial Mathematics Series)

A Course in Real Analysis provides a rigorous treatment of the foundations of differential and integral calculus at the advanced undergraduate level. The book’s material has been extensively classroom tested in the author’s two-semester undergraduate course on real analysis at The George Washington University. The first part of the text presents the calculus of functions of one variable. This part covers traditional topics, such as sequences, continuity, differentiability, Riemann integrability, numerical series, and the convergence of sequences and series of functions. It also includes optional sections on Stirling’s formula, functions of bounded variation, Riemann–Stieltjes integration, and other topics. The second part focuses on functions of several variables. It introduces the topological ideas (such as compact and connected sets) needed to describe analytical properties of multivariable functions. This part also discusses differentiability and integrability of multivariable functions and develops the theory of differential forms on surfaces in Rn. The third part consists of appendices on set theory and linear algebra as well as solutions to some of the exercises. A full solutions manual offers complete solutions to all exercises for qualifying instructors. With clear proofs, detailed examples, and numerous exercises, this textbook gives a thorough treatment of the subject. It progresses from single variable to multivariable functions, providing a logical development of material that will prepare students for more advanced analysis-based courses.

A Course in Real Analysis (Textbooks in Mathematics)

Principles of Analysis: Measure, Integration, Functional Analysis, and Applications prepares readers for advanced courses in analysis, probability, harmonic analysis, and applied mathematics at the doctoral level. The book also helps them prepare for qualifying exams in real analysis. It is designed so that the reader or instructor may select topics suitable to their needs. The author presents the text in a clear and straightforward manner for the readers’ benefit. At the same time, the text is a thorough and rigorous examination of the essentials of measure, integration and functional analysis. The book includes a wide variety of detailed topics and serves as a valuable reference and as an efficient and streamlined examination of advanced real analysis. The text is divided into four distinct sections: Part I develops the general theory of Lebesgue integration; Part II is organized as a course in functional analysis; Part III discusses various advanced topics, building on material covered in the previous parts; Part IV includes two appendices with proofs of the change of the variable theorem and a joint continuity theorem. Additionally, the theory of metric spaces and of general topological spaces are covered in detail in a preliminary chapter . Features: <ul>
<li>Contains direct and concise proofs with attention to detail</li> <li>Features a substantial variety of interesting and nontrivial examples</li> <li>Includes nearly 700 exercises ranging from routine to challenging with hints for the more difficult exercises</li> <li>Provides an eclectic set of special topics and applications</li> </ul>
About the Author: Hugo D. Junghenn is a professor of mathematics at The George Washington University. He has published numerous journal articles and is the author of several books, including Option Valuation: A First Course in Financial Mathematics and A Course in Real Analysis. His research interests include functional analysis, semigroups, and probability.

Principles of Real Analysis: Measure, Integration, Functional Analysis, and Applications

Chapman & Hall/CRC

See the best price to sell, buy, or rent books by Junghenn, Hugo D.. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Books by Junghenn, Hugo D.

See the best price to sell, buy, or rent books by Junghenn, Hugo D.. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

An Introduction to Financial Mathematics (Chapman and Hall/CRC Financial Mathematics Series)

Analysis on Semigroups: Function Spaces, Compactifications, Representations (Wiley-Interscience and Canadian Mathematics Series of Monographs and Texts)

Discrete Mathematics with Coding (Textbooks in Mathematics)

An Introduction to Financial Mathematics (Chapman and Hall/CRC Financial Mathematics Series)

Principles of Analysis

Option Valuation: A First Course in Financial Mathematics (Chapman and Hall/CRC Financial Mathematics Series)

A Course in Real Analysis (Textbooks in Mathematics)

Principles of Analysis

Principles of Real Analysis: Measure, Integration, Functional Analysis, and Applications

Principles of Real Analysis: Measure, Integration, Functional Analysis, and Applications