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
-
A Course in Mathematical Statistics a...
Bhattacharya, Rabi; Waymire, Edward C.
-
Complex Analysis
Lang, Serge
-
Introduction to Linear Algebra
Lang, Serge
-
Advanced Topics in the Arithmetic of...
Silverman, Joseph H.
-
Basic Business Statistics
Alan Dean Foster
-
Algebraic Geometry
Hartshorne, Robin
-
p-adic Numbers, p-adic Analysis, and...
Koblitz Neal
-
Categories for the Working Mathemati...
MacFarlane Ben
-
Representation Theory
Rivers, Patrick (University of New Haven, USA); Fulton, William (LaGuardia Community College, USA)
-
Linear Algebra
Lang, Serge
-
Naive Lie Theory
Stillwell, John
-
Lectures on Riemann Surfaces
Forster, Otto
-
Undergraduate Analysis
Lang, Serge
-
Applications of Lie Groups to Differ...
Olver, Peter J.
-
Differential Forms in Algebraic Topo...
Bott, Raoul; Tu, Loring W.