An Elementary Introduction to Mathematical Finance

Тема в разделе "Иностранная литература", создана пользователем Confessor, 30 апр 2016.

  1. Confessor

    Confessor Арсений Моховых

    Ross Sheldon M.
    An Elementary Introduction to Mathematical Finance

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    Издательство: Cambridge University Press
    Жанр: Cambridge University Press

    Качество: Хорошее
    Страниц: 322
    Формат: pdf, fb2, epub

    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.
     

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