An Elementary Introduction to Mathematical Finance - Couverture rigide

Ross, Sheldon M.

 
9780521192538: An Elementary Introduction to Mathematical Finance
Couverture rigide
ISBN 10 : 0521192536 ISBN 13 : 9780521192538
Editeur : Cambridge University Press, 2011

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
2011
Langue
anglais
ISBN 10 
0521192536
ISBN 13 
9780521192538
Reliure
Relié
Numéro d'édition
3
Nombre de pages
322
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
France

Autres éditions populaires du même titre

9781108730112: Elementary Introduction To Mathematical Finance: Options And Other Topics, 3Rd Edition [Paperback] Sheldon M. Ross

Edition présentée

ISBN 10 :  1108730116 ISBN 13 :  9781108730112
Couverture souple