[PDF.99rb] Introduction to the Mathematics of Finance: Arbitrage and Option Pricing (Undergraduate Texts in Mathematics)

Introduction to the Mathematics of Finance: Arbitrage and Option Pricing (Undergraduate Texts in Mathematics)

[PDF.nb68] Introduction to the Mathematics of Finance: Arbitrage and Option Pricing (Undergraduate Texts in Mathematics)

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 | #1550091 in Books |  Springer |  2012-04-24 | Original language:English | PDF # 1 |  9.21 x.69 x6.14l,1.33 | File type: PDF | 288 pages

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||1 of 1 people found the following review helpful.| A great exposition of the finite model of markets|By Itai|The first eight chapters + the two appendices introduce a finite model of a market and discuss pricing derivatives in this model. This part of the book is rigorous, elegant and lucid and a real joy to read. It is self-contained and almost all the results are proven in full with a handful of easy proofs left as exercises

The Mathematics of Finance has been a hot topic ever since the discovery of the Black-Scholes option pricing formulas in 1973. Unfortunately, there are very few undergraduate textbooks in this area. This book is specifically written for advanced undergraduate or beginning graduate students in mathematics, finance or economics. This book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes option pric...

You easily download any file type for your device.Introduction to the Mathematics of Finance: Arbitrage and Option Pricing (Undergraduate Texts in Mathematics)   |  Steven Roman. A good, fresh read, highly recommended.

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