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N� de ref. del art�culo ZWV.0521814294.G

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Detalles bibliogr�ficos

T�tulo: An Elementary Introduction to Mathematical Finance: Options and other Topics
Editor: Cambridge University Press
Fecha de publicaci�n: 2002
Idioma: Ingl�s
ISBN 10: 0521814294
ISBN 13: 9780521814294
Encuadernaci�n: Encuadernaci�n de tapa dura
Edici�n: 2� Edici�n
Estado: good

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Sinopsis

This unique book on the basics of option pricing is mathematically accurate and yet accessible to readers with limited mathematical training. It will appeal to professional traders as well as undergraduates studying the basics of finance. The author assumes no prior knowledge of probability, and offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this second edition are: a new chapter on optimization methods in finance; a new section on Value at Risk and Conditional Value at Risk; a new and simplified derivation of the Black-Scholes equation, together with derivations of the partial derivatives of the Black-Scholes option cost function and of the computational Black-Scholes formula; three different models of European call options with dividends; a new, easily implemented method for estimating the volatility parameter.

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Charlotte y Peter Fiell son dos autoridades en historia, teor�a y cr�tica del dise�o y han escrito m�s de sesenta libros sobre la materia, muchos de los cuales se han convertido en �xitos de ventas. Tambi�n han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Dise�o del siglo XX, El dise�o industrial de la A a la Z, Scandinavian Design y Dise�o del siglo XXI.

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ZBK Books is an online retailer that specializes in the acquisition, sale, and recycling of books & media. We are dedicated to promoting sustainability, reducing waste, supporting literacy & education by giving used books a second life. Actively managing a growing inventory of over 300,000 units, ZBK is now processing, distributing, and reselling over 5 Million units/year B2B/B2C.

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