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Introduction to the Mathematics of Finance: From Risk Management to Options Pricing - Undergraduate Texts in Mathematics Steven Roman 2004 edition
Introduction to the Mathematics of Finance: From Risk Management to Options Pricing - Undergraduate Texts in Mathematics
Steven Roman
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
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 10 de agosto de 2004 |
| ISBN13 | 9780387213644 |
| Editores | Springer-Verlag New York Inc. |
| Páginas | 356 |
| Dimensiones | 159 × 235 × 21 mm · 536 g |
| Lengua | Inglés |
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