An elementary introduction to mathematical finance
Sheldon M. Ross, University of Southern California
| Alternative title: | Mathematical finance An introduction to mathematical finance |
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| Year of publication: |
2011 ; Third edition
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| Authors: | Ross, Sheldon M. |
| Publisher: |
Cambridge : Cambridge University Press |
| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | CAPM | Stochastischer Prozess | Stochastic process | Finanzmathematik | Mathematical finance | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] ; Description [assets.cambridge.org] ; Description [catdir.loc.gov] ; Description [catdir.loc.gov] ; Description [zbmath.org] |
| Extent: | xv, 305 Seiten Diagramme 24 cm |
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| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Einführung ; Textbook |
| Language: | English |
| Notes: | Hier auch später erschienene, unveränderte Nachdrucke 1. Aufl. u.d.T.: Ross, Sheldon M.: An introduction to mathematical finance Machine generated contents note: 1. Probability; 2. Normal random variables; 3. Geometric Brownian motion; 4. Interest rates and present value analysis; 5. Pricing contracts via arbitrage; 6. The Arbitrage Theorem; 7. The Black-Scholes formula; 8. Additional results on options; 9. Valuing by expected utility; 10. Stochastic order relations; 11. Optimization models; 12. Stochastic dynamic programming; 13. Exotic options; 14. Beyond geometric motion models; 15. Autoregressive models and mean reversion. |
| ISBN: | 0-521-19253-6 ; 978-0-521-19253-8 |
| Classification: | Angewandte Mathematik ; Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009009299