Introduction to the Mathematics of Finance: Arbitrage and Option Pricing - Undergraduate Texts in Mathematics - Steven Roman - Books - Springer-Verlag New York Inc. - 9781489985996 - May 9, 2014
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Introduction to the Mathematics of Finance: Arbitrage and Option Pricing - Undergraduate Texts in Mathematics 2nd ed. 2012 edition

Steven Roman

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Introduction to the Mathematics of Finance: Arbitrage and Option Pricing - Undergraduate Texts in Mathematics 2nd ed. 2012 edition

Completely rewritten for its second edition, this book concentrates on discrete derivative pricing models, culminating in a thorough derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model.


288 pages, 1 black & white tables, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released May 9, 2014
ISBN13 9781489985996
Publishers Springer-Verlag New York Inc.
Pages 288
Dimensions 155 × 235 × 16 mm   ·   426 g
Language English  

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