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Synopsis
This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon M. Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this third edition are new chapters on Brownian motion and geometric Brownian motion, stochastic order relations, and stochastic dynamic programming, along with expanded sets of exercises and references for all the chapters.
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Book Description
This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. This third edition includes three new chapters, along with expanded sets of exercises and references for all the chapters.
About the Author
Sheldon M. Ross is the Epstein Chair Professor at the Department of Industrial and Systems Engineering, University of Southern California. He received his Ph.D. in statistics at Stanford University in 1968 and was formerly a Professor at the University of California, Berkeley, from 1976 until 2004. He has published more than 100 articles and a variety of textbooks in the areas of statistics and applied probability, including Topics in Finite and Discrete Mathematics (2000), Introduction to Probability and Statistics for Engineers and Scientists, 4th edition (2009), A First Course in Probability, 8th edition (2009), and Introduction to Probability Models, 10th edition (2009), among others. Dr Ross serves as the editor for Probability in the Engineering and Informational Sciences.
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- PublisherCambridge University Press
- Publication date2013
- ISBN 10 7111433025
- ISBN 13 9787111433026
- BindingPaperback
- LanguageEnglish
- Edition number3
- Rating
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Hua Zhang mathematics original boutique Series: Mathematical Finance preliminary ( English ? 3rd edition )(Chinese Edition)
ISBN 10: 7111433025
ISBN 13: 9787111433026
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paperback
Seller: liu xing, Nanjing, JS, China
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paperback. Condition: New. Ship out in 2 business day, And Fast shipping, Free Tracking number will be provided after the shipment.Paperback. Pub Date :2013-08-01 Pages: 305 Language: English Publisher: China Machine Press . China Zhang mathematics original boutique Series: Mathematical Finance preliminary ( English ? 3rd Edition ) clear and concise exposition of the mathematical finance basic questions . including arbitrage . Black-Scholes option pricing formula and utility functions . optimal portfolio theory . the capital asset pricing model such knowledge. the issues discussed in the book and the economic background .Four Satisfaction guaranteed,or money back. Seller Inventory # BR070457
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