An Elementary Introduction to Mathematical Finance – Sheldon M. Ross – 3rd Edition

Description

This textbook on the basics of option pricing is accessible to readers with limited training. It is for both professional traders and undergraduates studying the basics of finance.

Assuming no prior 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.

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  • 1. Probability
    2. Normal Random Variables
    3. Brownian Motion and Geometric Brownian Motion
    4. Interest rates and present Value Analysis
    5. Pricing Contracts Via Arbitrage
    6. The Arbitrage Theorem
    7. The Black-Scholes Formula
    8. Additional Results on Options
    9. Valuing by Expected Utility
    10. Stochastic Order Relations
    11. Optimization Models
    12. Stochastic Dynamic Programming
    13. Exotic options
    14. Beyond Geometric Brownian Motion Models
    15. Autoregressive Models and Mean Reversion
    Index
  • Citation
    • Full Title: An Elementary Introduction to Mathematical Finance
    • Author/s:
    • ISBN-10: 0521192536
    • ISBN-13: 9780521192538
    • Edition: 3rd Edition
    • Topic: Business
    • Subtopic: Mathematical Finance
    • File Type: eBook
    • Idioma: English

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