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The Resource An introduction to mathematical finance : options and other topics, Sheldon M. Ross

An introduction to mathematical finance : options and other topics, Sheldon M. Ross

Label
An introduction to mathematical finance : options and other topics
Title
An introduction to mathematical finance
Title remainder
options and other topics
Statement of responsibility
Sheldon M. Ross
Creator
Subject
Genre
Language
eng
Cataloging source
DCC
http://library.link/vocab/creatorName
Ross, Sheldon M
Illustrations
illustrations
Index
index present
LC call number
HG4515.3
LC item number
.R67 1999
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/subjectName
  • Options (Finance)
  • Securities
  • Investments
  • Stochastic analysis
Label
An introduction to mathematical finance : options and other topics, Sheldon M. Ross
Instantiates
Publication
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
Probability -- Normal random variables -- Geometric Brownian motion -- Interest rates and present value analysis -- Pricing contracts via arbitrage -- The arbitrage theorem -- The Black-Scholes formula -- Valuing by expected utility -- Exotic options -- Beyond geometric Brownian motion models -- Autoregressive models and mean reversion
Control code
980099025389
Dimensions
24 cm.
Extent
xv, 184 p.
Isbn
9780521770439
Lccn
lc99025389
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
ill.
Label
An introduction to mathematical finance : options and other topics, Sheldon M. Ross
Publication
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
Probability -- Normal random variables -- Geometric Brownian motion -- Interest rates and present value analysis -- Pricing contracts via arbitrage -- The arbitrage theorem -- The Black-Scholes formula -- Valuing by expected utility -- Exotic options -- Beyond geometric Brownian motion models -- Autoregressive models and mean reversion
Control code
980099025389
Dimensions
24 cm.
Extent
xv, 184 p.
Isbn
9780521770439
Lccn
lc99025389
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
ill.

Library Locations

    • Sydney Jones LibraryBorrow it
      Chatham Street, Liverpool, L7 7BD, GB
      53.403069 -2.963723
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