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Item Details
| Title:
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INTRODUCTION TO THE MATHEMATICS OF FINANCE
FROM RISK MANAGEMENT TO OPTIONS PRICING |
| By: |
Steven Roman |
| Format: |
Paperback |
| List price:
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£54.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0387213643 |
| ISBN 13: |
9780387213644 |
| Publisher: |
SPRINGER-VERLAG NEW YORK INC. |
| Pub. date: |
10 August, 2004 |
| Edition: |
2004 ed. |
| Series: |
Undergraduate Texts in Mathematics |
| Pages: |
356 |
| Description: |
Presents an elementary introduction to probability and mathematical finance. This book details discrete derivative pricing models, culminating in a derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model. It examines American options and the Capital Asset Pricing Model. |
| Synopsis: |
An elementary introduction to probability and mathematical finance including a chapter on the Capital Asset Pricing Model (CAPM), a topic that is very popular among practitioners and economists.Dr. Roman has authored 32 books, including a number of books on mathematics, such as Coding and Information Theory, Advanced Linear Algebra, and Field Theory, published by Springer-Verlag. |
| Illustrations: |
XV, 356 p. |
| Publication: |
US |
| Imprint: |
Springer-Verlag New York Inc. |
| Returns: |
Returnable |
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