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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

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
Creator
Author
Subject
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 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 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 Black-Scholes equation, together with derivations of the partial derivatives of the Black-Scholes option cost function and of the computational Black-Scholes formula; three different models of European call options with dividends; a new, easily implemented method for estimating the volatility parameter
Member of
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
Instantiates
Publication
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
Publication
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

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