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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.
Location Call No. Status
 Nichols Adult Nonfiction  332.60151 ROS    DUE 08-28-19
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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
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