Introduction to the Mathematics of Finance: From Risk Management to Options Pricing / Edition 1

Introduction to the Mathematics of Finance: From Risk Management to Options Pricing / Edition 1

by Steven Roman
     
 

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ISBN-10: 0387213643

ISBN-13: 9780387213644

Pub. Date: 08/10/2004

Publisher: Springer New York

An elementary introduction to probability and mathematical finance including a chapter on the Capital Asset Pricing Model (CAPM), a topic that is very popular among practitioners and economists.

Dr. Roman has authored 32 books, including a number of books on mathematics, such as Coding and Information Theory, Advanced Linear Algebra, and Field Theory, published

Overview

An elementary introduction to probability and mathematical finance including a chapter on the Capital Asset Pricing Model (CAPM), a topic that is very popular among practitioners and economists.

Dr. Roman has authored 32 books, including a number of books on mathematics, such as Coding and Information Theory, Advanced Linear Algebra, and Field Theory, published by Springer-Verlag.

Product Details

ISBN-13:
9780387213644
Publisher:
Springer New York
Publication date:
08/10/2004
Series:
Undergraduate Texts in Mathematics Series
Edition description:
2004
Pages:
354
Product dimensions:
6.10(w) x 9.25(h) x 0.03(d)

Table of Contents

Preface.- Introduction.- Probability I: Introduction to Discrete Probability.- Portfolio Management and the Capital Asset Pricing Model.- Background on Options.- An Aperitif on Arbitrage.- Probability II: More Discrete Probability.- Discrete-Time Pricing Models.- The Cox-Ross-Rubinstein Model.- Probability III: Continuous Probability.- The Black-Scholes Option Pricing Formula.- Optimal Stopping and American Options.- Appendix: Convexity and Separation.

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