Introduction to the Mathematics of Finance: Arbitrage and Option Pricing - Couverture souple

Livre 68 sur 163: Undergraduate Texts in Mathematics

Roman, Steven

 
9781489985996: Introduction to the Mathematics of Finance: Arbitrage and Option Pricing
Couverture souple
ISBN 10 : 1489985999 ISBN 13 : 9781489985996
Editeur : Springer, 2014

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.

Éditeur
Springer
Date d'édition
2014
Langue
anglais
ISBN 10 
1489985999
ISBN 13 
9781489985996
Reliure
Broché
Numéro d'édition
2
Nombre de pages
304
Coordonnées du fabricant
non disponible
Personne responsable
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

Friedrich-Karl-Str. 9
Hamburg
Allemagne

Autres éditions populaires du même titre

9781461435815: Introduction to the Mathematics of Finance: Arbitrage and Option Pricing

Edition présentée

ISBN 10 :  1461435811 ISBN 13 :  9781461435815
Editeur : Springer-Verlag New York Inc., 2012
Couverture rigide