Naperville Public Library
Library Hours
Monday to Friday: 9 a.m. to 9 p.m.
Saturday: 9 a.m. to 5 p.m.
Sunday: 1 p.m. to 9 p.m.
Naper Blvd. 1 p.m. to 5 p.m.
Home Best Sellers Research a Topic Download & Stream Material Request My Account
     
Limit search to available items
Results Page:  Previous Next
Author Ross, Sheldon M.

Title An elementary introduction to mathematical finance : options and other topics / Sheldon M. Ross.

Edition Second edition.
Publication Info. Cambridge, UK ; New York : Cambridge University Press, 2003.
To Access:
Table of contents
Bookmark link: https://library.naperville-lib.org:444/record=b1166350~S1
Location Call No. Status
 Nichols Adult Nonfiction  332.60151 ROS    AVAILABLE
QR Code
Description xv, 253 pages : illustrations ; 24 cm
Note Revised edition of: An introduction to mathematical finance. 1999.
Bibliography Includes bibliographical references and index.
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 -- Additional results on options -- Valuing by expected utility -- Optimization models -- Exotic options -- Beyond geometric Brownian motion models -- Autogressive models and mean reversion.
Subject Investments -- Mathematics.
Stochastic analysis.
Options (Finance) -- Mathematical models.
Securities -- Prices -- Mathematical models.
Added Author Ross, Sheldon M. Introduction to mathematical finance.
Added Title Introduction to mathematical finance
Options and other topics
ISBN 0521814294
Patron reviews: add a review
Click for more information
BOOK
No one has rated this material

You can...
Also...
- Find similar reads
- Add a review
- Sign-up for Newsletter
- Suggest a purchase
- Can't find what you want?
More Information

 
 
© Naperville Public Library 2019.