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Introduction to the Mathematics of Finance: Arbitrage and Option Pricing [electronic resource]
서명 / 저자 Introduction to the Mathematics of Finance [electronic resource] : Arbitrage and Option Pricing / by Steven Roman.
저자명 Roman, Steven. author. aut http://id.loc.gov/vocabulary/relators/aut
단체명 SpringerLink (Online service)
발행사항 New York, NY : Springer New York : Imprint: Springer, 2012.
Online Access https://doi.org/10.1007/978-1-4614-3582-2 URL

서지기타정보

서지기타정보
청구기호 HB135-147
판사항 2nd ed. 2012.
형태사항 XVI, 288 p. online resource.
총서명 Undergraduate Texts in Mathematics, 0172-6056
언어 English
내용 Preface -- Notation Key and Greek Alphabet -- 0 Introduction -- Part 1 Options and Arbitrage -- 1 Background on Options -- 2 An Aperitif on Arbitrage -- Part 2 Discrete-Time Pricing Models -- 3 Discrete Probability -- 4 Stochastic Processes, Filtrations and Martingales -- 5 Discrete-Time Pricing Models -- 6 The Binomial Model -- 7 Pricing Nonattainable Alternatives in an Incomplete Market -- 8 Optimal Stopping and American Options -- Part 3 the Black-Scholes Option Pricing Formula -- 9 Continuous Probability -- 10 The Black-Scholes Option Pricing Formula -- Appendix A: Convexity and the Separation Theorem -- Appendix B: Closed, Convex Cones -- Selected Solutions -- References -- Index.
주제 Economics, Mathematical .
Probabilities.
Finance.
Quantitative Finance. --https://scigraph.springernature.com/ontologies/product-market-codes/M13062
Probability Theory and Stochastic Processes. --https://scigraph.springernature.com/ontologies/product-market-codes/M27004
Finance, general. --https://scigraph.springernature.com/ontologies/product-market-codes/600000
보유판 및 특별호 저록 Springer Nature eBook
Printed edition: 9781489985996 Printed edition: 9781461435839 Printed edition: 9781461435815
ISBN 9781461435822
기타 표준번호 10.1007/978-1-4614-3582-2
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