An Introduction to Mathematical Finance: Options and Other Topics (USED)

Description: Product Description : An Introduction to Mathematical Finance: Options and Other Topics This mathematically elementary introduction to the theory of options pricing presents the BlackScholes theory of options as well as introducing such topics in finance as the time value of money mean variance analysis optimal portfolio selection and the capital assets pricing model The author assumes no prior knowledge of probability and presents all the necessary preliminary material simply and clearly He explains the concept of arbitrage with examples and then uses the arbitrage theorem along with an approximation of geometric Brownian motion to obtain a simple derivation of the BlackScholes formula In the later chapters he presents real price data indicating that this model is not always appropriate and shows how the model can be generalized to deal with such situations No other text presents such topics in a mathematically accurate but accessible way It will appeal to professional traders as well as undergraduates studying the basics of finance( it is an used product )

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Location: Houston, Texas

End Time: 2024-09-10T07:05:05.000Z

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Restocking Fee: No

Return shipping will be paid by: Buyer

All returns accepted: Returns Accepted

Item must be returned within: 30 Days

Refund will be given as: Money Back

Brand: Cambridge University Press

UPC: 9780521770439

MPN: Not Specified

Model No: Not Specified

Country of Origin: USA United States

Net Quantity/Number of Units: 1

Dimensions LxWxH - Cms: 6.3X0.67X9.29

ISBN-10: 521770432

ISBN-13: 9780521770439

SKU: SONG0521770432

No. of Pages: 200

Book Title: An Introduction to Mathematical Finance: Options and Other Topics

Number of Pages: 200 Pages

Language: English

Publication Name: Introduction to Mathematical Finance : Options and Other Topics

Publisher: Cambridge University Press

Item Height: 0.7 in

Subject: Finance / General, Applied

Publication Year: 1999

Type: Textbook

Item Weight: 15 Oz

Author: Sheldon M. Ross

Subject Area: Mathematics, Business & Economics

Item Length: 9.3 in

Item Width: 6.3 in

Format: Hardcover