Éditeur : SPRINGER NATURE
ISBN papier: 387213643
Parution : 2004
Code produit : 1134149
Catégorisation :
Livres /
Science /
Mathématique /
Actuariat et mathématiques financières
Format | Qté. disp. | Prix* | Commander |
---|---|---|---|
Livre papier | En rupture de stock** |
Prix membre : 69,95 $ Prix non-membre : 69,95 $ |
*Les prix sont en dollars canadien. Taxes et frais de livraison en sus.
**Ce produits est en rupture de stock mais sera expédié dès qu'ils sera disponible.
The Mathematics of Finance has become a hot topic ever since the discovery of the Black-Scholes option pricing formulas in 1973. Unfortunately, there are very few undergraduate textbooks in this area. This book is specifically written for advanced undergraduate or beginning graduate students in mathematics, finance or economics. With the exception of an optional chapter on the Capital Asset Pricing Model, the book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross ... Show more The Mathematics of Finance has become a hot topic ever since the discovery of the Black-Scholes option pricing formulas in 1973. Unfortunately, there are very few undergraduate textbooks in this area. This book is specifically written for advanced undergraduate or beginning graduate students in mathematics, finance or economics. With the exception of an optional chapter on the Capital Asset Pricing Model, the book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model. The final chapter is devoted to American options. The mathematics is not watered down, but is appropriate for the intended audience. No measure theory is used, and only a small amount of linear algebra is required. All necessary probability theory is developed throughout the book on a "need-to-know" basis. No background in finance is required, since the book also contains a chapter on options.
Livre papier | 0 |
Prix membre : 57,91 $ Prix non-membre : 64,34 $ |
Éditeur : SPRINGER NATURE
ISBN : 9780387213750
Parution : 2004
Livre papier | 0 |
Prix membre : 65,50 $ Prix non-membre : 68,95 $ |
Éditeur : O'REILLY
ISBN : 2-84177-054-0
Parution : 1998