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An Elementary Introduction to Mathematical Finance读书介绍

类别 页数 译者 网友评分 年代 出版社
书籍 328页 2020 Cambridge University Press
定价 出版日期 最近访问 访问指数
GBP 35.00 2020-02-20 … 2021-02-02 … 46
主题/类型/题材/标签
金融,Finance,Mathematical,经济学,SPRING2012,MTH4500,
作者
Sheldon M. Ross      ISBN:9780521192538    原作名/别名:《》
内容和作者简介
An Elementary Introduction to Mathematical Finance摘要

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 fun...

作者简介

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.

本书后续版本
未发行或暂未收录
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