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Introduction to the Mathematics of Finance: From Risk Management to Options Pricing - Softcover

Roman, Steven

 
9781441990068: Introduction to the Mathematics of Finance: From Risk Management to Options Pricing
Softcover
ISBN 10: 1441990062 ISBN 13: 9781441990068
Publisher: Springer, 2011

This specific ISBN edition is currently not available.

Synopsis

Preface.- Introduction.- Probability I: Introduction to Discrete Probability.- Portfolio Management and the Capital Asset Pricing Model.- Background on Options.- An Aperitif on Arbitrage.- Probability II: More Discrete Probability.- Discrete-Time Pricing Models.- The Cox-Ross-Rubinstein Model.- Probability III: Continuous Probability.- The Black-Scholes Option Pricing Formula.- Optimal Stopping and American Options.- Appendix: Convexity and Separation.

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  • PublisherSpringer
  • Publication date2011
  • ISBN 10 1441990062
  • ISBN 13 9781441990068
  • BindingPaperback
  • LanguageEnglish
  • Number of pages376

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Other Popular Editions of the Same Title

9780387213644: Introduction to the Mathematics of Finance: From Risk Management to Options Pricing (Undergraduate Texts in Mathematics)

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ISBN 10:  0387213643 ISBN 13:  9780387213644
Publisher: Springer, 2004
Softcover