An elementary introduction to mathematical finance/ Sheldon M Ross.
Material type:
TextLanguage: English Publication details: New Delhi: Cambridge University Press, 2018. 2012.Edition: 3rd edDescription: xv, 305p. : illp. ; 23cmISBN: - 9781108730112 (pbk.)
- 9780521192538 (hbk.)
- 332.60151 ROS/E
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UNIVERSITY LIBRARY | Mathematics | 332.60151 ROS/E (Browse shelf(Opens below)) | Available | 50496 | ||
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UNIVERSITY LIBRARY | Mathematics | 332.60151 ROS/E (Browse shelf(Opens below)) | Available | 50495 | ||
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UNIVERSITY LIBRARY | Mathematics | 332.60151 ROS/E (Browse shelf(Opens below)) | Available | 50493 | ||
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UNIVERSITY LIBRARY | Mathematics | 332.60151 ROS/E (Browse shelf(Opens below)) | Available | 47909 | ||
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UNIVERSITY LIBRARY | Mathematics | 332.60151 ROS/E (Browse shelf(Opens below)) | Available | 50497 | ||
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UNIVERSITY LIBRARY | Mathematics | 332.60151 ROS/E (Browse shelf(Opens below)) | Available | 47908 | ||
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UNIVERSITY LIBRARY | Mathematics | 332.60151 ROS/E (Browse shelf(Opens below)) | Available | 47905 | ||
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GENERAL BOOKS
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UNIVERSITY LIBRARY | Mathematics | 332.60151 ROS/E (Browse shelf(Opens below)) | Available | 47906 | ||
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GENERAL BOOKS
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UNIVERSITY LIBRARY | Mathematics | 332.60151 ROS/E (Browse shelf(Opens below)) | Available | 47907 | ||
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UNIVERSITY LIBRARY | Mathematics | 332.60151 ROS/E (Browse shelf(Opens below)) | Available | 50494 |
Includes index
Contents:
1. Probability
2. Normal random variables
3. Brownian motion and 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 brownian motion models
15. Autoregressive models and mean reversion
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