An elementary introduction to mathematical finance : options and other topics
Sheldon M. Ross
| Alternative title: | Introduction to mathematical finance |
|---|---|
| Year of publication: |
2003 ; 2. ed.
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| Authors: | Ross, Sheldon M. |
| Publisher: |
Cambridge [u.a.] : Cambridge Univ. Press |
| Subject: | Finanzmathematik | Mathematical finance | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Mathematisches Modell | Brownsche Bewegung |
| Description of contents: | Table of Contents [gbv.de] ; Table of Contents [loc.gov] ; Description [zbmath.org] ; Description [loc.gov] ; Description [loc.gov] |
| Extent: | XV, 253 S. graph. Darst. 24 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch |
| Language: | English |
| Notes: | Rev. ed. of: An introduction to mathematical finance, 1999 1. Aufl. u.d.T.: Ross, Sheldon M.: An introduction to mathematical finance Probability -- Normal random variables -- Geometric Brownian motion -- Interest rates and present value analysis -- Pricing contracts via Arbitrage -- The Arbitrage Theorem -- The Black-Scholes formula -- Additional results on options -- Valuing by expected utility -- Optimization models -- Exotic options -- Beyond geometric Brownian motion models -- Autogressive models and mean reversion. |
| ISBN: | 0-521-81429-4 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011513295