An Elementary Introduction to Mathematical Finance, Third...

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An Elementary Introduction to...

An Elementary Introduction to Mathematical Finance, Third Edition

Name: An Elementary Introduction to Mathematical Finance, Third Edition
ISBN: 9780521192538

Sheldon M. Ross

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This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon M. Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this third edition are new chapters on Brownian motion and geometric Brownian motion, stochastic order relations, and stochastic dynamic programming, along with expanded sets of exercises and references for all the chapters.

Catégories:

Business & Economics - Mathematical Economics

Année:

2011

Edition:

Editeur::

Cambridge University Press

Langue:

english

Pages:

323

ISBN 10: