Introduction to the Mathematics of Finance: From Risk Management to Options Pricing - Undergraduate Texts in Mathematics - Steven Roman - Bøger - Springer-Verlag New York Inc. - 9780387213644 - 10. august 2004
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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

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

Medie Bøger     Paperback Bog   (Bog med blødt omslag og limet ryg)
Udgivet USA, 10. august 2004
ISBN13 9780387213644
Forlag Springer-Verlag New York Inc.
Antal sider 356
Mål 159 × 235 × 21 mm   ·   536 g
Sprog Engelsk  

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