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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
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. He has also written Modules in Mathematics, a series of 15 small books designed for the general college-level liberal arts student. Besides his books for O'Reilly, Dr. Roman has written two other computer books, both published by Springer-Verlag.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
EUR 11,73 expédition depuis Canada vers France
Destinations, frais et délaisEUR 11,52 expédition depuis Royaume-Uni vers France
Destinations, frais et délaisVendeur : Librairie à la bonne occasion, Lévis, QC, Canada
Paperback. Etat : Good. 354 pages ; This book is specificalli witten for upper-division undergraduate or beginning graduate students in mathematics, finance or economics. It concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes option pricing formula as a limiting case of the Cox-Ross-Rubinstein discrete model. The final chapter is devoted to the American options. -------- Paperback with slightly rubbed cover. Book is clean inside, without any markings and solid. Good condition. Size: 8vo. Livre. N° de réf. du vendeur 019987
Quantité disponible : 1 disponible(s)
Vendeur : Antiquariat Smock, Freiburg, Allemagne
Etat : Gut. 2004. Formateinband: Paperback / kartonierte Ausgabe XIV, 354 S. (23,5 cm) 1st Edition; Kleiner Fleck auf Vorsatzblatt; sonst in sehr gutem Zustand. Sprache: Englisch Gewicht in Gramm: 700 [Stichwörter: Finanzmathematik, Mathematik der Finanzen; Portfolio Management and the Capital Asset Pricing Model, Discrete-Time-Pricing Models, The Cox-Rubinstein Model, The Black-Scholes Option Pricing Formula, Optimal Stopping and American Options etc.]. N° de réf. du vendeur 76092
Quantité disponible : 1 disponible(s)
Vendeur : SecondSale, Montgomery, IL, Etats-Unis
Etat : Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. N° de réf. du vendeur 00080747865
Quantité disponible : 1 disponible(s)
Vendeur : Revaluation Books, Exeter, Royaume-Uni
Paperback. Etat : Brand New. 1st edition. 354 pages. 9.00x6.00x0.75 inches. In Stock. N° de réf. du vendeur zk0387213643
Quantité disponible : 1 disponible(s)
Vendeur : OM Books, Sevilla, SE, Espagne
Etat : Usado - bueno. N° de réf. du vendeur 9780387213644
Quantité disponible : 1 disponible(s)