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Introduction to the Mathematics of Finance: Arbitrage and Option Pricing - Undergraduate Texts in Mathematics Steven Roman 2nd ed. 2012 edition
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Introduction to the Mathematics of Finance: Arbitrage and Option Pricing - Undergraduate Texts in Mathematics
Steven Roman
Completely rewritten for its second edition, this book concentrates on discrete derivative pricing models, culminating in a thorough derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model.
288 pages, 1 black & white tables, biography
| Médias | Livres Paperback Book (Livre avec couverture souple et dos collé) |
| Validé | 9 mai 2014 |
| ISBN13 | 9781489985996 |
| Éditeurs | Springer-Verlag New York Inc. |
| Pages | 288 |
| Dimensions | 155 × 235 × 16 mm · 426 g |
| Langue et grammaire | Anglais |
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