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 44,67
EUR 9,70 expédition depuis Allemagne vers France
Destinations, frais et délais
Résultats de recherche pour Introduction to the Mathematics of Finance: Arbitrage...
Image fournie par le vendeur
Introduction to the Mathematics of Finance
Edité par
Springer New York, 2014
ISBN 10 : 1489985999
ISBN 13 : 9781489985996
Neuf
Couverture souple
Vendeur : moluna, Greven, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
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 4212872
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 ria9781489985996_new
Quantité disponible : Plus de 20 disponibles
Image d'archives
Introduction to the Mathematics of Finance : Arbitrage and Option Pricing
Vendeur : Chiron Media, Wallingford, Royaume-Uni
Évaluation du vendeur 4 sur 5 étoiles
PF. Etat : New. N° de réf. du vendeur 6666-IUK-9781489985996
Quantité disponible : 10 disponible(s)
Image fournie par le vendeur
Introduction to the Mathematics of Finance
Edité par
Springer New York Mai 2014, 2014
ISBN 10 : 1489985999
ISBN 13 : 9781489985996
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. 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 9781489985996
Quantité disponible : 2 disponible(s)
Image fournie par le vendeur
Introduction to the Mathematics of Finance
Edité par
Springer New York, Springer US Mai 2014, 2014
ISBN 10 : 1489985999
ISBN 13 : 9781489985996
Neuf
Taschenbuch
Edition originale
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. 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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 304 pp. Englisch. N° de réf. du vendeur 9781489985996
Quantité disponible : 2 disponible(s)
Image fournie par le vendeur
Introduction to the Mathematics of Finance : Arbitrage and Option Pricing
Edité par
Springer New York, Springer US, 2014
ISBN 10 : 1489985999
ISBN 13 : 9781489985996
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. N° de réf. du vendeur 9781489985996
Quantité disponible : 1 disponible(s)
Image d'archives
Introduction to the Mathematics of Finance: Arbitrage and Option Pricing
Edité par
Springer-Verlag New York Inc., 2014
ISBN 10 : 1489985999
ISBN 13 : 9781489985996
Neuf
Paperback / softback
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback / softback. Etat : New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 498. N° de réf. du vendeur C9781489985996
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Introduction to the Mathematics of Finance: Arbitrage and Option Pricing (Paperback or Softback)
Edité par
Springer 5/9/2014, 2014
ISBN 10 : 1489985999
ISBN 13 : 9781489985996
Neuf
Paperback or Softback
Vendeur : BargainBookStores, Grand Rapids, MI, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Paperback or Softback. Etat : New. Introduction to the Mathematics of Finance: Arbitrage and Option Pricing 0.94. Book. N° de réf. du vendeur BBS-9781489985996
Quantité disponible : 5 disponible(s)
Image fournie par le vendeur
Introduction to the Mathematics of Finance : Arbitrage and Option Pricing
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur 21395182-n
Quantité disponible : Plus de 20 disponibles
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 21395182-n
Quantité disponible : Plus de 20 disponibles