Introduction to the Mathematics of Finance

From Risk Management to Options Pricing
 Buch
Besorgungstitel | Lieferzeit:3-5 Tage I
ISBN-13:
9780387213750
Einband:
Buch
Seiten:
340
Autor:
S. Roman
Gewicht:
635 g
Serie:
Undergraduate Texts in Mathematics
Sprache:
Englisch
Beschreibung:

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.
An elementary introduction to probability and mathematical finance including a chapter on the Capital Asset Pricing Model (CAPM), a topic that is very popular among practitioners and economists.
Dr. Roman has authored 32 books, including a number of books on mathematics, such as Coding and Information Theory, Advanced Linear Algebra, and Field Theory, published by Springer-Verlag.

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