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 |
Mohlo by se vám také líbit..
-
The Umbral Calculus
Steven Roman
-
Medical Informatics
-
An Introduction to Homological Algebra
Rotman, Joseph J.
-
The Taste of Bread
Calvel, Raymond; Wirtz, Ronald L.
-
A Course in Mathematical Statistics a...
Bhattacharya, Rabi; Waymire, Edward C.
-
Mathematics and Its History
Stillwell, John
-
Statistics and Analysis of Scientifi...
Bonamente, Massimiliano
-
A First Course in Bayesian Statistica...
Peter Hoffmann
-
Exploring Science Through Science Fi...
Luokkala, Barry B.
-
Handbook of Neurochemistry and Molec...
-
Mitochondria and the Heart
-
Handbook of Marriage and the Family
-
Geometry
Borovik, Alexandre V.; White, Neil; Gelfand, Israel M.
-
Opioids in Medicine
Freye, Enno
-
Modern Food Microbiology
Jay, James M.; Loessner, Martin J.; Golden, David A.
-
Fundamentals of Radiation Materials ...
Was, Gary S.