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Аннотация: An Elementary Introduction to Mathematical Finance
| Автор/составитель | Ross Sheldon M. |
| Год выпуска | 2011 |
| ISBN | 978-0-521-19253-8 |
| Обложка | твердый переплет |
| Дата выпуска | 2011 г. |
| Количество томов | 1 |
| Количество страниц | 322 |
| Переплет | твердый |
| Размеры | 228x152 мм |
| Страна изготовления | Великобритания |
| Вес | 400 |
This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon M. Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this third edition are new chapters on Brownian motion and geometric Brownian motion, stochastic order relations, and stochastic dynamic programming, along with expanded sets of exercises and references for all the chapters.
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An Elementary Introduction to Mathematical Finance
- Модель: MYSH1926761
- ISBN 978-0-521-19253-8
-
Наличие:
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