Hugo D. Junghenn is Professor of Mathematics at The George Washington University. He has published numerous journal articles and is the author of several books, including A Course in Real Analysis and Principles of Analysis: Measure, Integration, Functional Analysis, and Applications. His research interests include functional analysis, semigroups, and probability.

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• 1 Basic Finance2 Probability Spaces3 Random Variables4 Options and Arbitrage5 Discrete-Time Portfolio Processes6 Expectation7 The Binomial Model8 Conditional Expectation9 Martingales in Discrete Time Markets10 American Claims in Discrete-Time Markets11 Stochastic Calculus 12 The Black-Scholes-Merton Model13 Martingales in the Black-Scholes-Merton Model14 Path Independent Options15 Path Dependent OptionsA Basic CombinatoricsB Solution of the BSM PDEC Properties of the BSM Call FunctionD Solutions to Odd-Numbered Problems

Hugo D. Junghenn is Professor of Mathematics at The George Washington University. He has published numerous journal articles and is the author of several books, including A Course in Real Analysis and Principles of Analysis: Measure, Integration, Functional Analysis, and Applications. His research interests include functional analysis, semigroups, and probability.

Select Guide Rating

• 1 Basic Finance2 Probability Spaces3 Random Variables4 Options and Arbitrage5 Discrete-Time Portfolio Processes6 Expectation7 The Binomial Model8 Conditional Expectation9 Martingales in Discrete Time Markets10 American Claims in Discrete-Time Markets11 Stochastic Calculus 12 The Black-Scholes-Merton Model13 Martingales in the Black-Scholes-Merton Model14 Path Independent Options15 Path Dependent OptionsA Basic CombinatoricsB Solution of the BSM PDEC Properties of the BSM Call FunctionD Solutions to Odd-Numbered Problems