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Introduction to the Mathematics of Finance: Arbitrage and Option Pricing - Undergraduate Texts in Mathematics Steven Roman 2nd ed. 2012 edition
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Introduction to the Mathematics of Finance: Arbitrage and Option Pricing - Undergraduate Texts in Mathematics
Steven Roman
Completely rewritten for its second edition, this book concentrates on discrete derivative pricing models, culminating in a thorough derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model.
304 pages, 49 black & white illustrations, 1 black & white tables, biography
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 24 de abril de 2012 |
| ISBN13 | 9781461435815 |
| Editores | Springer-Verlag New York Inc. |
| Páginas | 288 |
| Dimensiones | 159 × 238 × 21 mm · 603 g |
| Lengua | Inglés |
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