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|a 9780511800634 (ebook)
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|z 9780521814294 (hardback)
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|a Ross, Sheldon M.,
|e author.
|0 http://id.loc.gov/authorities/names/n80131522
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|a Introduction to mathematical finance
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245 |
1 |
3 |
|a An elementary introduction to mathematical finance :
|b options and other topics /
|c Sheldon M. Ross.
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250 |
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|a Second edition.
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264 |
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|a Cambridge :
|b Cambridge University Press,
|c 2003.
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300 |
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|a 1 online resource (xv, 253 pages) :
|b digital, PDF file(s).
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|a Title from publisher's bibliographic system (viewed on 05 Oct 2015).
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520 |
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|a This unique book on the basics of option pricing is mathematically accurate and yet accessible to readers with limited mathematical training. It will appeal to professional traders as well as undergraduates studying the basics of finance. The author assumes no prior knowledge of probability, and 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 second edition are: a new chapter on optimization methods in finance; a new section on Value at Risk and Conditional Value at Risk; a new and simplified derivation of the Black-Scholes equation, together with derivations of the partial derivatives of the Black-Scholes option cost function and of the computational Black-Scholes formula; three different models of European call options with dividends; a new, easily implemented method for estimating the volatility parameter.
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650 |
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|a Investments
|x Mathematics.
|0 http://id.loc.gov/authorities/subjects/sh85067719
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650 |
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0 |
|a Stochastic analysis.
|0 http://id.loc.gov/authorities/subjects/sh85128175
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650 |
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|a Options (Finance)
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh2008108684
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650 |
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|a Securities
|x Prices
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh2010112456
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776 |
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|i Print version:
|a Ross, Sheldon M.
|t An elementary introduction to mathematical finance
|z 9780521814294.
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|a Michigan State University-Library of Michigan
|b Michigan State University
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