An elementary introduction to mathematical finance /

"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 arb...

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Detalles Bibliográficos
Autor principal: Ross, Sheldon M. (autor)
Formato: Libro
Lenguaje:English
Publicado: New York, NY : Cambridge University Press, [2011].
Edición:Third Edition.
Materias:
Inversiones > Matemáticas.
Análisis estocástico
Opciones (Finanzas) > Modelos matemáticos.
Seguros > Precios > Modelos matemáticos.
Tabla de Contenidos:
  • Machine generated contents note: 1. Probability; 2. Normal random variables; 3. Geometric Brownian motion; 4. Interest rates and present value analysis; 5. Pricing contracts via arbitrage; 6. The Arbitrage Theorem; 7. The Black-Scholes formula; 8. Additional results on options; 9. Valuing by expected utility; 10. Stochastic order relations; 11. Optimization models; 12. Stochastic dynamic programming; 13. Exotic options; 14. Beyond geometric motion models; 15. Autoregressive models and mean reversion.

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