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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
Contributor
Subject
Language
eng
Summary
"No other text presents such sophisticated topics in a mathematically accurate but accessible way. This book will appeal to professional traders as well as undergraduates studying the basics of finance."--BOOK JACKET
Cataloging source
DLC
http://library.link/vocab/creatorName
Ross, Sheldon M
Illustrations
illustrations
Index
index present
LC call number
  • HG4515.3
  • PR4838.S6
LC item number
  • .R67 2003
  • Z5 1
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
Ross, Sheldon M
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
Previous edition published as An introduction to mathematical finance in 1999
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Introduction and Preface
  • 1.
  • Probability.
  • p. 1
  • 2.
  • Normal Random Variables.
  • p. 20
  • 3.
  • Geometric Brownian Motion.
  • p. 32
  • 4.
  • Interest Rates and Present Value Analysis.
  • p. 38
  • 5.
  • Pricing Contracts via Arbitrage.
  • p. 63
  • 6.
  • Arbitrage Theorem.
  • p. 81
  • 7.
  • Black-Scholes Formula.
  • p. 95
  • 8.
  • Additional Results on Options.
  • p. 118
  • 9.
  • Valuing by Expected Utility.
  • p. 152
  • 10.
  • Optimization Models.
  • p. 181
  • 11.
  • Exotic Options.
  • p. 196
  • 12.
  • Beyond Geometric Brownian Motion Models.
  • p. 213
  • 13.
  • Autogressive Models and Mean Reversion.
  • p. 233
  • Index.
  • p. 251
Control code
982002073603
Dimensions
24 cm.
Edition
2nd ed.
Extent
xv, 253 p.
Isbn
9780521814294
Lccn
2002073603
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
ill
Label
An elementary introduction to mathematical finance : options and other topics, Sheldon M. Ross
Publication
Note
Previous edition published as An introduction to mathematical finance in 1999
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Introduction and Preface
  • 1.
  • Probability.
  • p. 1
  • 2.
  • Normal Random Variables.
  • p. 20
  • 3.
  • Geometric Brownian Motion.
  • p. 32
  • 4.
  • Interest Rates and Present Value Analysis.
  • p. 38
  • 5.
  • Pricing Contracts via Arbitrage.
  • p. 63
  • 6.
  • Arbitrage Theorem.
  • p. 81
  • 7.
  • Black-Scholes Formula.
  • p. 95
  • 8.
  • Additional Results on Options.
  • p. 118
  • 9.
  • Valuing by Expected Utility.
  • p. 152
  • 10.
  • Optimization Models.
  • p. 181
  • 11.
  • Exotic Options.
  • p. 196
  • 12.
  • Beyond Geometric Brownian Motion Models.
  • p. 213
  • 13.
  • Autogressive Models and Mean Reversion.
  • p. 233
  • Index.
  • p. 251
Control code
982002073603
Dimensions
24 cm.
Edition
2nd ed.
Extent
xv, 253 p.
Isbn
9780521814294
Lccn
2002073603
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
ill

Library Locations

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      Ashton Street, Liverpool, L69 3DA, GB
      53.418074 -2.967913
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      Chatham Street, Liverpool, L7 7BD, GB
      53.403069 -2.963723
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