Introduction to the Mathematics of Finance: From Risk Management to Options Pricing - Undergraduate Texts in Mathematics - Steven Roman - Bøker - Springer-Verlag New York Inc. - 9780387213644 - 10. august 2004
Ved uoverensstemmelse mellom cover og tittel gjelder tittel

Introduction to the Mathematics of Finance: From Risk Management to Options Pricing - Undergraduate Texts in Mathematics 2004 edition

Steven Roman

Legg til iMusic ønskeliste

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

Media Bøker     Pocketbok   (Bok med mykt omslag og limt rygg)
Utgitt 10. august 2004
ISBN13 9780387213644
Utgivere Springer-Verlag New York Inc.
Antall sider 356
Mål 159 × 235 × 21 mm   ·   536 g
Språk Engelsk  

Vis alle

Mer med Steven Roman