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Introduction to the Mathematics of Finance

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The Mathematics of Finance is tailored for advanced undergraduates or beginning graduates in mathematics, finance, or economics. It focuses on discrete derivative pricing models, including a thorough derivation of the Black-Scholes formulas. This second edition features improved organization and expanded discussions on options, while maintaining rigorous mathematics suitable for the target audience.

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Introduction to the Mathematics of Finance, Steven Roman

Sprache
Erscheinungsdatum
2014
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(Paperback)
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Sprache
Englisch
Autor*innen
Steven Roman
Einband
Paperback
ISBN13
9781489985996
Beschreibung
The Mathematics of Finance is tailored for advanced undergraduates or beginning graduates in mathematics, finance, or economics. It focuses on discrete derivative pricing models, including a thorough derivation of the Black-Scholes formulas. This second edition features improved organization and expanded discussions on options, while maintaining rigorous mathematics suitable for the target audience.