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Introduction to the mathematics of finance : arbitrage and option pricing / Steven Roman.

By: Material type: TextTextSeries: Undergraduate texts in mathematicsPublication details: New York : Springer, c2012.Edition: 2nd edDescription: xvi, 287 p. : ill. ; 25 cmISBN:
  • 9781461435815
  • 1461435811
Subject(s): DDC classification:
  • 332.01/513
LOC classification:
  • HG4515.3 .R66 2012
Online resources:
Contents:
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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Holdings
Item type Current library Collection Call number Copy number Status Date due Barcode
Books 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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