The Resource An elementary introduction to mathematical finance : options and other topics, Sheldon M. Ross
An elementary introduction to mathematical finance : options and other topics, Sheldon M. Ross
Resource Information
The item An elementary introduction to mathematical finance : options and other topics, Sheldon M. Ross represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Liverpool.This item is available to borrow from 1 library branch.
Resource Information
The item An elementary introduction to mathematical finance : options and other topics, Sheldon M. Ross represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Liverpool.
This item is available to borrow from 1 library branch.
 Summary
 This unique book on the basics of option pricing is mathematically accurate and yet accessible to readers with limited mathematical training. It will appeal to professional traders as well as undergraduates studying the basics of finance. The author assumes no prior knowledge of probability, and offers clear, simple explanations of arbitrage, the BlackScholes 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 second edition are: a new chapter on optimization methods in finance; a new section on Value at Risk and Conditional Value at Risk; a new and simplified derivation of the BlackScholes equation, together with derivations of the partial derivatives of the BlackScholes option cost function and of the computational BlackScholes formula; three different models of European call options with dividends; a new, easily implemented method for estimating the volatility parameter
 Language
 eng
 Edition
 Second edition.
 Extent
 1 online resource (xv, 253 pages)
 Note
 Title from publisher's bibliographic system (viewed on 05 Oct 2015)
 Isbn
 9780511800634
 Label
 An elementary introduction to mathematical finance : options and other topics
 Title
 An elementary introduction to mathematical finance
 Title remainder
 options and other topics
 Statement of responsibility
 Sheldon M. Ross
 Language
 eng
 Summary
 This unique book on the basics of option pricing is mathematically accurate and yet accessible to readers with limited mathematical training. It will appeal to professional traders as well as undergraduates studying the basics of finance. The author assumes no prior knowledge of probability, and offers clear, simple explanations of arbitrage, the BlackScholes 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 second edition are: a new chapter on optimization methods in finance; a new section on Value at Risk and Conditional Value at Risk; a new and simplified derivation of the BlackScholes equation, together with derivations of the partial derivatives of the BlackScholes option cost function and of the computational BlackScholes formula; three different models of European call options with dividends; a new, easily implemented method for estimating the volatility parameter
 Cataloging source
 UkCbUP
 http://library.link/vocab/creatorName
 Ross, Sheldon M
 Dewey number
 332.6/01/51
 Index
 index present
 LC call number
 HG4515.3
 LC item number
 .R67 2003
 Literary form
 non fiction
 Nature of contents
 dictionaries
 http://library.link/vocab/subjectName

 Investments
 Stochastic analysis
 Options (Finance)
 Securities
 Label
 An elementary introduction to mathematical finance : options and other topics, Sheldon M. Ross
 Note
 Title from publisher's bibliographic system (viewed on 05 Oct 2015)
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Control code
 CR9780511800634
 Edition
 Second edition.
 Extent
 1 online resource (xv, 253 pages)
 Form of item
 online
 Isbn
 9780511800634
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other physical details
 digital, PDF file(s).
 Specific material designation
 remote
 Label
 An elementary introduction to mathematical finance : options and other topics, Sheldon M. Ross
 Note
 Title from publisher's bibliographic system (viewed on 05 Oct 2015)
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Control code
 CR9780511800634
 Edition
 Second edition.
 Extent
 1 online resource (xv, 253 pages)
 Form of item
 online
 Isbn
 9780511800634
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other physical details
 digital, PDF file(s).
 Specific material designation
 remote
Library Links
Embed
Settings
Select options that apply then copy and paste the RDF/HTML data fragment to include in your application
Embed this data in a secure (HTTPS) page:
Layout options:
Include data citation:
<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/Anelementaryintroductiontomathematical/BaNjoSAcI4/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/Anelementaryintroductiontomathematical/BaNjoSAcI4/">An elementary introduction to mathematical finance : options and other topics, Sheldon M. Ross</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">University of Liverpool</a></span></span></span></span></div>
Note: Adjust the width and height settings defined in the RDF/HTML code fragment to best match your requirements
Preview
Cite Data  Experimental
Data Citation of the Item An elementary introduction to mathematical finance : options and other topics, Sheldon M. Ross
Copy and paste the following RDF/HTML data fragment to cite this resource
<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/Anelementaryintroductiontomathematical/BaNjoSAcI4/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/Anelementaryintroductiontomathematical/BaNjoSAcI4/">An elementary introduction to mathematical finance : options and other topics, Sheldon M. Ross</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">University of Liverpool</a></span></span></span></span></div>