Introduction to the mathematics of finance : arbitrage and option pricing / Steven Roman.
Material type: TextSeries: Undergraduate texts in mathematicsPublication details: New York : Springer, c2012.Edition: 2nd edDescription: xvi, 287 p. : ill. ; 25 cmISBN:- 9781461435815
- 1461435811
- 332.01/513
- HG4515.3 .R66 2012
Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|---|
Books | Zetech Library - Mang'u General Stacks | Fiction | HF5691 .R66 2012 (Browse shelf(Opens below)) | C.1 | Available | Z010173 |
Includes bibliographical references (p. 281-282) and index.
Background on options -- An aperitif on arbitrage -- Discrete probability --Stochastic process, filtrations and martingales -- Discrete -time pricing models -- The binomial model -- Pricing nonattainable alternatives in an incomplete market --Optimal stopping and American options -- continuous probability-- the black Scholes option pricing formula
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