Introduction to the Mathematics of Finance
1650 Kč
Sleva až 70% u třetiny knih
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.
| Autor: | Steven Roman |
| Nakladatel: | Springer-Verlag New York Inc. |
| ISBN: | 9780387213644 |
| Rok vydání: | 2004 |
| Jazyk : | Angličtina |
| Vazba: | Paperback / softback |
| Počet stran: | 356 |
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