Introduction to the mathematics of finance : arbitrage and option pricing /
Roman, Steven.
Introduction to the mathematics of finance : arbitrage and option pricing / Steven Roman. - 2nd ed. - New York : Springer, c2012. - xvi, 287 p. : ill. ; 25 cm. - Undergraduate texts in mathematics, 0172-6056 . - Undergraduate texts in mathematics. .
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
9781461435815 1461435811
2012936125
Investments--Mathematics.
Capital assets pricing model.
Portfolio management--Mathematical models.
Options (Finance)--Prices.
HG4515.3 / .R66 2012
332.01/513
Introduction to the mathematics of finance : arbitrage and option pricing / Steven Roman. - 2nd ed. - New York : Springer, c2012. - xvi, 287 p. : ill. ; 25 cm. - Undergraduate texts in mathematics, 0172-6056 . - Undergraduate texts in mathematics. .
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
9781461435815 1461435811
2012936125
Investments--Mathematics.
Capital assets pricing model.
Portfolio management--Mathematical models.
Options (Finance)--Prices.
HG4515.3 / .R66 2012
332.01/513