TY  - BOOK
AU  - Roman,Steven
TI  - Introduction to the mathematics of finance: arbitrage and option pricing 
T2  - Undergraduate texts in mathematics,
SN  - 9781461435815
AV  - HG4515.3 .R66 2012
U1  - 332.01/513 
PY  - 2012///
CY  - New York
PB  - Springer
KW  - Investments
KW  - Mathematics
KW  - Capital assets pricing model
KW  - Portfolio management
KW  - Mathematical models
KW  - Options (Finance)
KW  - Prices
N1  - 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
UR  - http://www.loc.gov/catdir/enhancements/fy1306/2012936125-b.html
UR  - http://www.loc.gov/catdir/enhancements/fy1306/2012936125-d.html
UR  - http://www.loc.gov/catdir/enhancements/fy1306/2012936125-t.html
ER  -