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Introduction to the Mathematics of Finance: From Risk Management to Options Pricing - Undergraduate Texts in Mathematics 2004 edition
Steven Roman
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Introduction to the Mathematics of Finance: From Risk Management to Options Pricing - Undergraduate Texts in Mathematics 2004 edition
Steven Roman
Presents an elementary introduction to probability and mathematical finance. This book details discrete derivative pricing models, culminating in a derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model. It examines American options and the Capital Asset Pricing Model.
371 pages, biography
| Médias | Livres Paperback Book (Livre avec couverture souple et dos collé) |
| Validé | 10 août 2004 |
| ISBN13 | 9780387213644 |
| Éditeurs | Springer-Verlag New York Inc. |
| Pages | 356 |
| Dimensions | 159 × 235 × 21 mm · 536 g |
| Langue et grammaire | English |
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