£53.35

Cambridge University Press An Elementary Introduction to Mathematical Finance

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£53.35 £48.25 £49.36 £50.47 £51.59 £52.70 £53.81 23 May 2024 24 October 2024 28 March 2025 29 August 2025 31 January 2026

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Description

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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
28 April 2011
Listed Since
10 August 2010

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