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Introduction to the Mathematics of Finance
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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.
Undertittel
Arbitrage and Option Pricing
Forfatter
Steven Roman
Opplag
2nd ed. 2012
ISBN
9781489985996
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
9.5.2014
Antall sider
288