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Book Cover
PRINTED MATL
Author Ross, Sheldon M.

Title An elementary introduction to mathematical finance / Sheldon M. Ross.

Imprint New York : Cambridge University Press, 2011,
Edition 3rd edition.
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LOCATION CALL NO. STATUS
 Aungier St. Lending  332.60151 ROS    AVAILABLE
ISBN 9780521192538 (hbk.) :
Description xv, 305 p. : ill. ; 24 cm.
Bibliog. Includes bibliographical references and index.
Contents Machine generated contents note: 1. Probability; 2. Normal random variables; 3. Geometric Brownian motion; 4. Interest rates and present value analysis; 5. Pricing contracts via arbitrage; 6. The Arbitrage Theorem; 7. The Black-Scholes formula; 8. Additional results on options; 9. Valuing by expected utility; 10. Stochastic order relations; 11. Optimization models; 12. Stochastic dynamic programming; 13. Exotic options; 14. Beyond geometric motion models; 15. Autoregressive models and mean reversion.
Subject Investments -- Mathematics.
Stochastic analysis.
Options (Finance) -- Mathematical models.
Securities -- Prices -- Mathematical models.
Add Title Introduction to mathematical finance
Permanent Link/Book Mark http://library.dit.ie/record=b2088258~S0