Introduction to the Mathematics of Finance: From Risk Management to Options Pricing - Undergraduate Texts in Mathematics - Steven Roman - Books - Springer-Verlag New York Inc. - 9780387213644 - August 10, 2004
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Steven Roman
Introduction to the Mathematics of Finance: From Risk Management to Options Pricing - Undergraduate Texts in Mathematics 2004 edition

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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.

371 pages, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released August 10, 2004
ISBN13 9780387213644
Publishers Springer-Verlag New York Inc.
Pages 356
Dimensions 159 × 235 × 21 mm   ·   536 g
Language English  

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