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An Elementary Introduction to Mathematical Finance (Hardcover, 3rd Revised edition) Loot Price: R1,748
Discovery Miles 17 480
Repayment Terms: R164 pm x 12*
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An Elementary Introduction to Mathematical Finance (Hardcover, 3rd Revised edition): Sheldon M. Ross

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

Sheldon M. Ross

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Loot Price R1,748 Discovery Miles 17 480 | Repayment Terms: R164 pm x 12*

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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.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Release date: February 2011
First published: February 2011
Authors: Sheldon M. Ross
Dimensions: 231 x 157 x 23mm (L x W x T)
Format: Hardcover
Pages: 322
Edition: 3rd Revised edition
ISBN-13: 978-0-521-19253-8
Categories: Books > Business & Economics > Economics > Econometrics > General
Books > Business & Economics > Finance & accounting > Finance > General
Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling
Books > Money & Finance > General
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LSN: 0-521-19253-6
Barcode: 9780521192538

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