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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.
Undertitel
Arbitrage and Option Pricing
Författare
Steven Roman
Upplaga
2nd ed. 2012
ISBN
9781489985996
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2014-05-09
Sidor
288