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Introduction to the Mathematics of Finance
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Introduction to the Mathematics of Finance

Forfatter:
innbundet, 2012
Engelsk
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.
Undertittel
Arbitrage and Option Pricing
Forfatter
Steven Roman
Opplag
2nd ed. 2012
ISBN
9781461435815
Språk
Engelsk
Vekt
446 gram
Utgivelsesdato
24.4.2012
Antall sider
288