An Elementary Introduction to Mathematical Finance
eBook - PDF

An Elementary Introduction to Mathematical Finance

  1. English
  2. PDF
  3. Available on iOS & Android
eBook - PDF

An Elementary Introduction to Mathematical Finance

About this book

This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon M. Ross 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 third edition are new chapters on Brownian motion and geometric Brownian motion, stochastic order relations and stochastic dynamic programming, along with expanded sets of exercises and references for all the chapters.

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Yes, you can access An Elementary Introduction to Mathematical Finance by Sheldon M. Ross in PDF and/or ePUB format, as well as other popular books in Mathematics & Applied Mathematics. We have over one million books available in our catalogue for you to explore.

Information

Table of contents

  1. Cover
  2. Half Title
  3. Title Page
  4. Copyright
  5. Dedication
  6. Contents
  7. Introduction and Preface
  8. 1 Probability
  9. 2 Normal Random Variables
  10. 3 Brownian Motion and Geometric Brownian Motion
  11. 4 Interest Rates and Present Value Analysis
  12. 5 Pricing Contracts via Arbitrage
  13. 6 The Arbitrage Theorem
  14. 7 The Black–Scholes Formula
  15. 8 Additional Results on Options
  16. 9 Valuing by Expected Utility
  17. 10 Stochastic Order Relations
  18. 11 Optimization Models
  19. 12 Stochastic Dynamic Programming
  20. 13 Exotic Options
  21. 14 Beyond Geometric Brownian Motion Models
  22. 15 Autoregressive Models and Mean Reversion
  23. Index