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An Elementary Introduction to Mathematical Finance (Hardcover, 3rd Revised edition)
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An Elementary Introduction to Mathematical Finance (Hardcover, 3rd Revised edition)
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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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