Tallenna
Introduction to the Mathematics of Finance
Completely rewritten for its second edition, this book concentrates on discrete derivative pricing models, culminating in a thorough derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model.
- Alaotsikko
- Arbitrage and Option Pricing
- Kirjailija
- Steven Roman
- Painos
- 2nd ed. 2012
- ISBN
- 9781489985996
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 9.5.2014
- Kustantaja
- Springer-Verlag New York Inc.
- Sivumäärä
- 288
