Articles liés à Introduction to the Mathematics of Finance: Arbitrage...
Synopsis
The Mathematics of Finance has been a hot topic ever since the discovery of the Black-Scholes option pricing formulas in 1973. Unfortunately, there are very few undergraduate textbooks in this area. This book is specifically written for advanced undergraduate or beginning graduate students in mathematics, finance or economics. This book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model.
This second edition is a complete rewrite of the first edition with significant changes to the topic organization, thus making the book flow much more smoothly. Several topics have been expanded such as the discussions of options, including the history of options, and pricing nonattainable alternatives. In this edition the material on probability has been condensed into fewer chapters, and the material on the capital asset pricing model has been removed.
The mathematics is not watered down, but it is appropriate for the intended audience. Previous knowledge of measure theory is not needed and only a small amount of linear algebra is required. All necessary probability theory is developed throughout the book on a "need-to-know" basis. No background in finance is required, since the book contains a chapter on options.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
Steven Roman is currently an Emeritus Professor of Mathematics at the University of California. He is a prolific Springer author; some of his books include Field Theory, Advanced Linear Algebra, Introduction to Coding and Information Theory, and most recently Fundamentals of Group Theory.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
Acheter neuf
Afficher cet article
EUR 61,20
Gratuit expédition depuis Etats-Unis vers France
Destinations, frais et délais
Résultats de recherche pour Introduction to the Mathematics of Finance: Arbitrage...
Image d'archives
Introduction to the Mathematics of Finance: Arbitrage and Option Pricing (Undergraduate Texts in Mathematics) [Hardcover] Roman, Steven
Edité par
Springer, 2012
ISBN 10 : 1461435811
ISBN 13 : 9781461435815
Ancien ou d'occasion
Couverture rigide
Vendeur : SpringBooks, Berlin, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Hardcover. Etat : As New. 2. Auflage. from Germany, will be dispatched immediately. N° de réf. du vendeur CE-2312C-TEPPICHTUER-18-1000XS
Quantité disponible : 1 disponible(s)
Image d'archives
Introduction to the Mathematics of Finance
Vendeur : Romtrade Corp., STERLING HEIGHTS, MI, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. N° de réf. du vendeur ABNR-27182
Quantité disponible : 1 disponible(s)
Image d'archives
Introduction to the Mathematics of Finance
Vendeur : Basi6 International, Irving, TX, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. N° de réf. du vendeur ABEJUNE24-10450
Quantité disponible : 2 disponible(s)
Image d'archives
Introduction to the Mathematics of Finance
Vendeur : Books Puddle, New York, NY, Etats-Unis
Évaluation du vendeur 4 sur 5 étoiles
Etat : New. pp. 304 Index 2nd Edition. N° de réf. du vendeur 2637380051
Quantité disponible : 2 disponible(s)
Image d'archives
Introduction to the Mathematics of Finance
Vendeur : Majestic Books, Hounslow, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. pp. 304 49 Illus. N° de réf. du vendeur 38658060
Quantité disponible : 2 disponible(s)
Image d'archives
Introduction to the Mathematics of Finance
Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. pp. 304. N° de réf. du vendeur 1837380057
Quantité disponible : 4 disponible(s)
Image fournie par le vendeur
Introduction to the Mathematics of Finance
Edité par
Springer New York, 2012
ISBN 10 : 1461435811
ISBN 13 : 9781461435815
Neuf
Couverture rigide
Vendeur : moluna, Greven, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Gebunden. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. New edition fully rewritten, re-organized, and slimmed down to make the book flow more smoothlyClassroom-tested for the past five years since the first editionIncludes additional material on options and pricing nonattainable alternatives. N° de réf. du vendeur 4198168
Quantité disponible : Plus de 20 disponibles
Image d'archives
Introduction to the Mathematics of Finance: Arbitrage and Option Pricing (Undergraduate Texts in Mathematics)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. In. N° de réf. du vendeur ria9781461435815_new
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Introduction to the Mathematics of Finance
Edité par
Springer New York Apr 2012, 2012
ISBN 10 : 1461435811
ISBN 13 : 9781461435815
Neuf
Couverture rigide
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The Mathematics of Finance has been a hot topic ever since the discovery of the Black-Scholes option pricing formulas in 1973. Unfortunately, there are very few undergraduate textbooks in this area. This book is specifically written for advanced undergraduate or beginning graduate students in mathematics, finance or economics. This book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model.This second edition is a complete rewrite of the first edition with significant changes to the topic organization, thus making the book flow much more smoothly. Several topics have been expanded such as the discussions of options, including the history of options, and pricing nonattainable alternatives. In this edition the material on probability has been condensed into fewer chapters, and the material on the capital asset pricing model has been removed.The mathematics is not watered down, but it is appropriate for the intended audience. Previous knowledge of measure theory is not needed and only a small amount of linear algebra is required. All necessary probability theory is developed throughout the book on a 'need-to-know' basis. No background in finance is required, since the book contains a chapter on options. 304 pp. Englisch. N° de réf. du vendeur 9781461435815
Quantité disponible : 2 disponible(s)
Image fournie par le vendeur
Introduction to the Mathematics of Finance : Arbitrage and Option Pricing
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur 18048236-n
Quantité disponible : Plus de 20 disponibles