[O131.Ebook] Download Option Valuation: A First Course in Financial Mathematics (Chapman and Hall/CRC Financial Mathematics Series), by Hugo D. Junghenn

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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.

• Sales Rank: #1427222 in Books
• Published on: 2011-11-23
• Original language: English
• Number of items: 1
• Dimensions: 9.30" h x .80" w x 6.10" l, 1.15 pounds
• Binding: Hardcover
• 266 pages

Review

"…a suitable text for an advanced undergraduate or graduate-level course in option valuation via the binomial model and the Black–Scholes–Merton model."
―International Statistical Review, 2013

"The text provides an introduction to classical material of mathematical finance, i.e. the notions of arbitrage, replication, and option pricing in the context of the discrete-time Cox-Ross-Rubinstein and the continuous-time Black-Scholes model, respectively. The book sticks out by not assuming any background in stochastics. All necessary concepts of probability theory, martingales, and Itô calculus are provided …"
―Jan Kallsen, Zentralblatt MATH 1247

About the Author

Hugo D. Junghenn is a professor of mathematics at the George Washington University. His research interests include functional analysis and semigroups.

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0 of 1 people found the following review helpful.
Not for me
By Chiu-ying Wong
I bought this book because I wanted to learn about the mathematics behind quantitative finance. I have a CFA and an engineering degree (OK it was a while ago), so I know about some financial equations, but I wanted to learn more. I first bought the book Introduction to Quantitative Finance by Wilmott, but found that hard to follow, because it talked about things like Ito's Lemma, Martingale, Wiener Process and so on, and I have no idea what they are. So I thought this book could be an introduction to the introduction. It turns out, this book is more a book for scholars of pure mathematics to access the world of finance. It is not for non-pure maths people to learn the math basics necessary to understand quantitative finance. It goes through definition, corollary, propositions, theorem and proofs in pure math language.

For example, when it introduced the idea of a self-financing portfolio, it did not bother to explain why, what is it, what is its purpose. To quote the paragraph introducing self financing portfolios, and replacing the funny letters with those I can type with a normal keyboard, it goes like this:"Suppose that the price of a security S is given by a stochastic process S = (Sn) to N from n=0 on a probability space (Omega, Funny F, strange P), where S0 is constant. We may assume that Funny F = Funny F from N to S, where Funny F from n to S is the natural filtration for S. Note that because S0 is constant, funny F from 0 to S is the trivial sigma field {0, Omega}...blah blah blah....."

I wish it had spelt out its target audience in the outline of the book. In the Preface inside the book, it said :"This text is intended as an introduction to the mathematics and models used in the valuation of financial derivatives. It is designed for an audience with a background in standard multivariable calculus. Otherwise, the book is essentially self-contained." I learned multivariable calculus from an applied maths angle, and this book is like being written in an alien language. Not for me.

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With a Foreword by Reiter R.J. Translated by Forster, S.

• Sales Rank: #4770472 in Books
• Published on: 1985-11
• Original language: English
• Number of items: 1
• Dimensions: 9.50" h x 6.75" w x .75" l,
• Binding: Hardcover
• 404 pages

Language Notes
Text: English, German (translation)

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• Sales Rank: #8684001 in Books
• Published on: 1800
• Binding: Flexibound

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[C763.Ebook] Get Free Ebook Statistics in Kinesiology-4th Edition, by William Vincent, Joseph Weir

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The only statistics text currently available specifically for kinesiology majors, Statistics in Kinesiology, Fourth Edition, provides an accessible introduction to statistics concepts and techniques and their applications to kinesiology-related fields. Students will learn to use statistical tools to analyze quantitative data and then apply that knowledge to common questions and problems they will encounter as they continue their studies.

The fourth edition has been fully updated with new content that reflects the changing face of the kinesiology discipline, including the following:

• A new chapter on clinical measures, including information on relative risk, odds ratios, and diagnostic testing, that will be especially pertinent to students in athletic training, physical therapy, and other fields dealing with clinical or rehabilitation populations

• More detailed coverage of analysis of covariance (ANCOVA), which is becoming the technique of choice for analyzing pretest–posttest control group design

• New material on statistical inference and correlations, including information on hypothesis testing, types of error, confidence intervals, and partial correlations

• Additional information on the quantification of reliability and its applications in kinesiology

Statistics in Kinesiology, Fourth Edition, begins with a thorough introduction to basic concepts such as measurement and research; organizing and displaying data; percentiles; mode, median, and mean; and measures of variability. The text then explores more advanced topics, including correlation and regression, t tests, analysis of variance (ANOVA), and analysis of nonparametric data. While the book offers an overview of the most important statistical concepts and techniques, the emphasis remains on those commonly used concepts in kinesiology disciplines, such as repeated measures ANOVA and the interpretation of interactions in factorial ANOVAs.

The fourth edition features extensive problem sets that will help students begin to calculate and interpret data. To enhance learning, students are encouraged to practice the calculations manually, but knowledge of advanced mathematics is not required. The examples given involve only basic algebra skills. Information on computer-based application is also provided throughout the book. In becoming familiar with the mathematical formulas used by software programs, students will learn to critically evaluate computer results and interpret data with greater confidence and ease.

In updating this text, the authors have been careful to retain the features that have made past editions such a success. Examples drawn from exercise physiology, biomechanics, physical education, and physical therapy help students relate to how the techniques are used and how those techniques allow them to answer questions in their chosen fields. The problem sets are designed to help students interact more fully with the content, thereby aiding in their comprehension of concepts and techniques. Answers for each of the problem sets are located in the back of the text and give students the opportunity to check their work as they progress. Chapter summaries and key words lists identify content that students should carefully review.

With Statistics in Kinesiology, Fourth Edition, students will gain a solid understanding of the statistical techniques used in physical activity fields. The book’s practical approach, based on the authors’ more than 50 years of combined experience in teaching statistics, will make it easy for students to learn these important, but often intimidating, concepts.

• Sales Rank: #109174 in Books
• Brand: Human Kinetics
• Published on: 2012-04-02
• Original language: English
• Number of items: 1
• Dimensions: 9.10" h x 1.10" w x 6.10" l, 1.60 pounds
• Binding: Hardcover
• 392 pages

Features

• Size: 6x9
• Author: Vincent, William
• Pages: 392

Review

"This is an excellent book for those who desire to know more about the practical aspects of statistics in exercise science and allied health professions. The information is introductory and very practical, which makes the book easy to read and enhances comprehension."

-- Doody's Book Review (4-star review)

About the Author

William J. Vincent, EdD, is currently an adjunct professor and is the former director of the general education wellness program in the department of exercise sciences at Brigham Young University in Provo, Utah. He is professor emeritus and former chair of the department of kinesiology at California State University at Northridge. He was employed at CSUN for 39 years and taught statistics and measurement theory for 35 of those years. In 1995 he received the University Distinguished Teaching Award.

Dr. Vincent has been a member of the American Alliance for Health, Physical Education, Recreation and Dance since 1964. In 2007, he received the AAHPERD National Honor Award for distinguished service to the profession. He has served as the president of the Southwest District of AAHPERD and was a member of the AAHPERD Board of Governors from 1993 to 1995. In 1988 he was named the Southwest District Scholar and delivered the keynote address titled "From Means to Manova" at the 1989 convention.

Dr. Vincent is the author or coauthor of 4 books and more than 70 professional articles. Fifty-one of those articles appeared in refereed journals, including Research Quarterly for Exercise and Sport, the International Journal of Sports Medicine, and the Journal of Athletic Training. He has a bachelor’s degree in physical education (pedagogy), a master’s degree in physical education (exercise physiology), and a doctorate in educational psychology (perception and learning), all from the University of California at Los Angeles.

Dr. Vincent and his wife, Diana, live in Lindon, Utah, and have 6 children and 20 grandchildren. In his free time, Dr. Vincent enjoys camping, snow skiing and water skiing, conducting genealogical research, and reading.

Joseph P. Weir, PhD, is a professor in the doctor of physical therapy program at Des Moines University in Iowa. He earned his doctorate in exercise physiology from the University of Nebraska at Lincoln.

Dr. Weir is a fellow of both the American College of Sports Medicine (ACSM) and the National Strength and Conditioning Association (NSCA). He was given the NSCA President’s Award in 2007 and its William J. Kraemer Outstanding Sport Scientist Award in 2006. He served as president of the National Strength and Conditioning Association Foundation from 2006 to 2009, and he was cochair of the ACSM’s Biostatistics Interest Group from 2001 to 2003.

Dr. Weir is the associate editor of the Journal of Strength and Conditioning Research, and he is a member of the editorial board of Medicine and Science in Sports and Exercise. He is the author of numerous research articles, which have appeared in journals including European Journal of Applied Physiology, Physiological Measurement, American Journal of Physiology, and the Journal of Orthopaedic and Sports Physical Therapy. He is coauthor of Physical Fitness Laboratories on a Budget, and he has contributed chapters to seven texts, including NSCA’s Essentials of Personal Training.

Dr. Weir is originally from Glennallen, Alaska. He and his wife, Loree, live near Des Moines, Iowa, and have three children. Dr. Weir is an avid motorcyclist and fan of University of Nebraska football.

Most helpful customer reviews

1 of 1 people found the following review helpful.
Great for undergrads
By Dima
It's a great book for beginners. It covers most areas of stats that you will come across in kinesiology. It doesn't provide enough detail or depth, however. By itself it's more than sufficient for undergrads, but falls short for grad students. Perhaps, ok for Master's level, but I would add other readings.

1 of 1 people found the following review helpful.
Statistics in Kinesiology
By John Brenton
A very concise, well presented and easy to read book outlining the statistics utilised in this type of research. Thoroughly recommend, particularly for those who struggle with the dry read of stats or for those who are just embarking on this type of research.

1 of 1 people found the following review helpful.
Great book!
By nathan brown
Great book. I would recommend it to anyone. This book has basic concepts and statistical ideas and applies them to kinesiology.

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The bizarre story of Martin Guerre - a peasant who disappears from a small village in 16th-century France and whose place is taken by an imposter - has captivated historians for centuries.

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• Sales Rank: #118114 in Audible
• Published on: 2016-06-08
• Format: Unabridged
• Original language: English
• Running time: 107 minutes

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• Published on: 2002-06-07
• Number of items: 2
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Students of literature, film and cultural studies need to understand key theoretical terms and concepts but often find it hard to get to grips with exactly what they mean. This book provides precise definitions of terms and concepts in literary theory, along with explanations of the major movements and figures in literary and cultural theory and an extensive bibliography. It is designed for the student who needs to know what a particular term means, how it is used, and where it comes from, and enables them to apply the terms and concepts to their own investigations. The three part structure provides clear definitions of key terms and ideas, introductions to major figures including biographical and historical overviews and an annotated guide to important works. This invaluable resource provides readers with an easily accessible and comprehensive reference guide to literary and cultural theory.

• Sales Rank: #2370582 in eBooks
• Published on: 2012-03-29
• Released on: 2012-03-29
• Format: Kindle eBook

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Although many reference works are available on this topic, Klages's book is a useful addition, based in part on the concise and readily understandable entries. This useful ready reference resource could also be a valuable supplementary text for introductions to literary theory courses. (J. Novak, University of California, Irvine CHOICE Reviews)

About the Author
Mary Klages is Associate Professor in the English Department at the University of Colorado at Boulder, USA.

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1 of 2 people found the following review helpful.
One major drawback (so far)
By anonymous
I bought this book because it seemed to be similar to Post-Colonial Studies: The Key Concepts (Routledge Key Guides), which has been extremely informative. I haven't read much of this book so far but already it has revealed one major disappointment in comparison with Post-Colonial Studies - namely that it does not include a Further Reading section after each entry. In Post-Colonial Studies there is a list of foundational or significant works given for each term, which references an extensive bibliography at the end, something valuable beyond compare if you are looking to go past just the basic information given in the book. The Kindle version of Post-Colonial Studies also includes hyperlinks that refer the reader to terms within a given entry that have their own entries elsewhere in case the reader is unfamiliar with the other concept or would like more information on the other term. This would have been extremely useful in a book on key terms in literary theory, where many of those concepts are built on, reactions to, or otherwise informed by other concepts, movements and ideas in literary theory. Otherwise, Key Terms in Literary Theory seems pretty good so far but it suffers greatly for not having included these two extremely useful features.

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• Sales Rank: #777648 in eBooks
• Published on: 2014-01-17
• Released on: 2014-01-17
• Format: Kindle eBook

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0 of 0 people found the following review helpful.
A book for all seasons
By COUZAKA
Lord Byron tapped into the woman 's desire market by understanding clearly that settling into marriage, women tend to become, in the long run, if not in the short one, sexually frustrated, for desire always die in marriage. Lord Byron gives us the insight to go after women, especially the married ones .That is the great merit of that book. This book is for both married and single men.

1 of 2 people found the following review helpful.
Good
By Kenneth Earley
This book was a good look into the poets life and loves. Quick read. Well worth your time to read.

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This Ultimate Fan Guide gives you a unique glimpse into the life and person that is Norman Reedus, the actor from such popular projects as The Walking Dead and Boondock Saints. Get never before published facts and information about the artist and actor, including an extensive 70 point trivia list and exclusive fan testimonials from meeting the man in action. Far more than just the list of his accomplishments and filmography, this book provides fans with the next best thing to becoming personally acquainted with Norman, The Man, The Machine.

• Sales Rank: #159070 in eBooks
• Published on: 2015-10-04
• Released on: 2015-10-04
• Format: Kindle eBook

Most helpful customer reviews

5 of 6 people found the following review helpful.
I am extremely angry with the lie she tells about how she gleaned this information and do not recommend anyone else give her any
By Mary Kagiannis
This is bulls***. None of this was collected from secret emails or private conversations. It's a collection of quotes from various interviews over the past few years. There was not a single thing in this book I didn't myself already know and read. I can even tell which articles and interviews she took each statement from. I am a huge fan of his and have watched every panel and read every interview. She misrepresented this book and how she acquired the information she put in it. I am extremely angry with the lie she tells about how she gleaned this information and do not recommend anyone else give her any money for something they can google for free.

3 of 3 people found the following review helpful.
Worth a read for Reedus fans
By Jen B
A nice compilation of facts and tid-bits about this fan fave. Recommended for anyone interested in learning more about "The Man, The Machine" that is Norman Reedus.

1 of 1 people found the following review helpful.
Five Stars
By B. Robbins
Great but I wish it had been longer! There wasn't much I didn't already know!

See all 3 customer reviews...

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