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 | |
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Books | Zetech Library - Mang'u General Stacks | Fiction | HF5691 .R66 2012 (Browse shelf(Opens below)) | C.1 | Available | Z010173 |
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HD57.7 .D65 1989 Leadership is an art / | HD58.7 .A34 1997 International dimensions of organizational behavior / | HF5635 .S24 2000 C.P.A section IV : revision guide volume II / | HF5691 .R66 2012 Introduction to the mathematics of finance : arbitrage and option pricing / | MOT HF5387 .K52 1995 How good people make tough choices : resolving the dilemmas of ethical living / | PG5039.21.U6 .K86 1973 Life is elsewhere. | PR9381.9 .M28 1996 Coming to birth / |
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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