An Elementary Introduction to Mathematical Finance: Options and other Topics

Sheldon M Ross

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Idioma: inglés

Editorial: Cambridge University Press, 2002

0521814294 / 9780521814294

Librería: World of Books Inc, Montgomery, IL, Estados Unidos de AmericaWorld of Books Inc

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Descripción del artículo del vendedor

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.

N° de ref. del artículo CIN0521814294G

Título
An Elementary Introduction to Mathematical Finance: Options and other Topics
Autor
Sheldon M Ross
Editorial
Cambridge University Press
Año de publicación
2002
Estado
Good
Encuadernación
Hardback
Idioma
inglés
ISBN 10
0521814294
ISBN 13
9780521814294
Edición
2ª Edición

World of Books Inc

Montgomery, IL, Estados Unidos de America

Vendedor de 4 estrellas

Vendedor de AbeBooks desde 23 de marzo de 2026

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ArtículoDe 4 a 12 días hábilesDe 3 a 6 días hábiles
Primer artículoEUR 0,00EUR 9,57
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Founded in 2002, World of Books is a leading online destination for buying and selling both preloved and new books, committed to making sustainable reading accessible to all. With a mission to help people read more and waste less, World of Books offers a huge range of affordable, high-quality books — giving both new and preloved titles a second life. The company also operates World of Books – Sell Your Books, an easy-to-use platform that allows customers to trade in unwanted books for cash, helping to keep books in circulation while promoting sustainability. As a Certified B Corp, World of Books is driven by a vision to become the world’s largest and most sustainable dedicated online bookstore. The company measures its success through the positive environmental impact it creates, the value it provides to customers, and its ability to operate profitably while supporting its sustainable mission

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SBYB, Inc.

900 Knell Road
Montgomery, IL Estados Unidos de America 60538