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Publicado por Springer-Verlag New York Inc., US, 2014
ISBN 10: 1489985999 ISBN 13: 9781489985996
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Añadir al carritoTaschenbuch. Condición: Neu. Introduction to the Mathematics of Finance | Arbitrage and Option Pricing | Steven Roman | Taschenbuch | xvi | Englisch | 2014 | Humana | EAN 9781489985996 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
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Añadir al carritoTaschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - The Mathematics of Finance has been a hot topic ever since the discovery of the Black-Scholes option pricing formulas in 1973. Unfortunately, there are very few undergraduate textbooks in this area. This book is specifically written for advanced undergraduate or beginning graduate students in mathematics, finance or economics. This book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model.This second edition is a complete rewrite of the first edition with significant changes to the topic organization, thus making the book flow much more smoothly. Several topics have been expanded such as the discussions of options, including the history of options, and pricing nonattainable alternatives. In this edition the material on probability has been condensed into fewer chapters, and the material on the capital asset pricing model has been removed.The mathematics is not watered down, but it is appropriate for the intended audience. Previous knowledge of measure theory is not needed and only a small amount of linear algebra is required. All necessary probability theory is developed throughout the book on a 'need-to-know' basis. No background in finance is required, since the book contains a chapter on options.
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Publicado por Springer-Verlag New York Inc., US, 2014
ISBN 10: 1489985999 ISBN 13: 9781489985996
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Publicado por Springer, Humana Mai 2014, 2014
ISBN 10: 1489985999 ISBN 13: 9781489985996
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Añadir al carritoTaschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The Mathematics of Finance has been a hot topic ever since the discovery of the Black-Scholes option pricing formulas in 1973. Unfortunately, there are very few undergraduate textbooks in this area. This book is specifically written for advanced undergraduate or beginning graduate students in mathematics, finance or economics. This book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model.This second edition is a complete rewrite of the first edition with significant changes to the topic organization, thus making the book flow much more smoothly. Several topics have been expanded such as the discussions of options, including the history of options, and pricing nonattainable alternatives. In this edition the material on probability has been condensed into fewer chapters, and the material on the capital asset pricing model has been removed.The mathematics is not watered down, but it is appropriate for the intended audience. Previous knowledge of measure theory is not needed and only a small amount of linear algebra is required. All necessary probability theory is developed throughout the book on a 'need-to-know' basis. No background in finance is required, since the book contains a chapter on options. 304 pp. Englisch.
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Añadir al carritoCondición: New. PRINT ON DEMAND pp. 304.
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Publicado por Springer-Verlag New York Inc., 2014
ISBN 10: 1489985999 ISBN 13: 9781489985996
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Añadir al carritoKartoniert / Broschiert. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. New edition fully rewritten, re-organized, and slimmed down to make the book flow more smoothlyClassroom-tested for the past five years since the first editionIncludes additional material on options and pricing nonattainable alternatives.
Idioma: Inglés
Publicado por Springer, Humana Mai 2014, 2014
ISBN 10: 1489985999 ISBN 13: 9781489985996
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Añadir al carritoTaschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The Mathematics of Finance has been a hot topic ever since the discovery of the Black-Scholes option pricing formulas in 1973. Unfortunately, there are very few undergraduate textbooks in this area. This book is specifically written for advanced undergraduate or beginning graduate students in mathematics, finance or economics. This book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model.This second edition is a complete rewrite of the first edition with significant changes to the topic organization, thus making the book flow much more smoothly. Several topics have been expanded such as the discussions of options, including the history of options, and pricing nonattainable alternatives. In this edition the material on probability has been condensed into fewer chapters, and the material on the capital asset pricing model has been removed.The mathematics is not watered down, but it is appropriate for the intended audience. Previous knowledge of measure theory is not needed and only a small amount of linear algebra is required. All necessary probability theory is developed throughout the book on a 'need-to-know' basis. No background in finance is required, since the book contains a chapter on options.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 304 pp. Englisch.