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An elementary introduction to mathematical finance : options and other topics

Author: Sheldon M Ross
Publisher: Cambridge, UK ; New York : Cambridge University Press, 2003.
Edition/Format:   Print book : English : 2nd edView all editions and formats
Summary:
"No other text presents such sophisticated topics in a mathematically accurate but accessible way. This book will appeal to professional traders as well as undergraduates studying the basics of finance."--Jacket.
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Sheldon M Ross
ISBN: 0521814294 9780521814294
OCLC Number: 50042870
Notes: Revised edition of: An introduction to mathematical finance. 1999.
Description: xv, 253 pages : illustrations ; 24 cm
Contents: Probability --
Normal random variables --
Geometric Brownian motion --
Interest rates and present value analysis --
Pricing contracts via Arbitrage --
The Arbitrage Theorem --
The Black-Scholes formula --
Additional results on options --
Valuing by expected utility --
Optimization models --
Exotic options --
Beyond geometric Brownian motion models --
Autogressive models and mean reversion.
Other Titles: Introduction to mathematical finance
Responsibility: Sheldon M. Ross.
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Contains a new chapter on optimization methods in finance, a new section on Value at Risk and Conditional Value at Risk, plus much more.  Read more...

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Reviews of the first edition: '... an excellent introduction to the subject ... the book is ideally suited for self-study and provides a very accessible entry point to this fascinating field.' P. P. Read more...

 
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