An Elementary Introduction to Mathematical Finance : Options and other Topics / by Sheldon M. Ross. [Electronic Resource]
Material type: Computer filePublication details: Cambridge : Cambridge University Press, 2002Edition: 2nd EdDescription: xv, 305pISBN:- 9780511800634
- 332.601 51Â R71E
Item type | Home library | Collection | Call number | Status | Notes | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|---|---|
e-Book | S. R. Ranganathan Learning Hub Online | Textbook | 332.601 51 R71E (Browse shelf(Opens below)) | Available (e-Book For Access) | Platform : Cambridge Core | EB0415 |
Browsing S. R. Ranganathan Learning Hub shelves, Shelving location: Online, Collection: Textbook Close shelf browser (Hides shelf browser)
332 Sc63P Principles of Sustainable Finance | 332.0151955 T782A Analysis of Financial Time Series | 332.041 P637C Capital in the Twenty - First Century | 332.601 51 R71E An Elementary Introduction to Mathematical Finance : Options and other Topics | 332.63221 B335F Financial Calculus : An Introduction to Derivative Pricing | 332.63221 Et36C A Course in Financial Calculus | 332.632283 B111Q Quantum Finance |
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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