| 書(shū)目名稱 | Introduction to the Mathematics of Finance |
| 副標(biāo)題 | Arbitrage and Option |
| 編輯 | Steven Roman |
| 視頻video | http://file.papertrans.cn/475/474372/474372.mp4 |
| 概述 | New edition fully rewritten, re-organized, and slimmed down to make the book flow more smoothly.Classroom-tested for the past five years since the first edition.Includes additional material on options |
| 叢書(shū)名稱 | Undergraduate Texts in Mathematics |
| 圖書(shū)封面 |  |
| 描述 | .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. A |
| 出版日期 | Textbook 2012Latest edition |
| 關(guān)鍵詞 | Black-Scholes option pricing formula; Discrete-time model; Martingale measures; arbitrage; binomial mode |
| 版次 | 2 |
| doi | https://doi.org/10.1007/978-1-4614-3582-2 |
| isbn_softcover | 978-1-4899-8599-6 |
| isbn_ebook | 978-1-4614-3582-2Series ISSN 0172-6056 Series E-ISSN 2197-5604 |
| issn_series | 0172-6056 |
| copyright | Steven Roman 2012 |
|Archiver|手機(jī)版|小黑屋|
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