Description: Product Description : An Introduction to Mathematical Finance: Options and Other Topics This mathematically elementary introduction to the theory of options pricing presents the BlackScholes theory of options as well as introducing such topics in finance as the time value of money mean variance analysis optimal portfolio selection and the capital assets pricing model The author assumes no prior knowledge of probability and presents all the necessary preliminary material simply and clearly He explains the concept of arbitrage with examples and then uses the arbitrage theorem along with an approximation of geometric Brownian motion to obtain a simple derivation of the BlackScholes formula In the later chapters he presents real price data indicating that this model is not always appropriate and shows how the model can be generalized to deal with such situations No other text presents such topics in a mathematically accurate but accessible way It will appeal to professional traders as well as undergraduates studying the basics of finance( it is an used product )
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Restocking Fee: No
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 30 Days
Refund will be given as: Money Back
Brand: Cambridge University Press
UPC: 9780521770439
MPN: Not Specified
Model No: Not Specified
Country of Origin: USA United States
Net Quantity/Number of Units: 1
Dimensions LxWxH - Cms: 6.3X0.67X9.29
ISBN-10: 521770432
ISBN-13: 9780521770439
SKU: SONG0521770432
No. of Pages: 200
Book Title: An Introduction to Mathematical Finance: Options and Other Topics
Number of Pages: 200 Pages
Language: English
Publication Name: Introduction to Mathematical Finance : Options and Other Topics
Publisher: Cambridge University Press
Item Height: 0.7 in
Subject: Finance / General, Applied
Publication Year: 1999
Type: Textbook
Item Weight: 15 Oz
Author: Sheldon M. Ross
Subject Area: Mathematics, Business & Economics
Item Length: 9.3 in
Item Width: 6.3 in
Format: Hardcover
