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Introduction to the mathematics of finance [Book] : from risk management to options pricing / Steven Roman.

By: Contributor(s): Material type: TextTextSeries: Undergraduate texts in mathematicsPublication details: New Delhi : Springer (India), c2004.Description: xiv, 354 p. : ill. ; 25 cmISBN:
  • 9788184894639
Subject(s): DDC classification:
  • 332 .01 513 22
Other classification:
  • 332.01513
Summary: This book is specifically written for upper-division undergraduate or beginning graduate students in mathematics, finance, or economics. With the exception of an optional chapter on the Capital Asset Pricing Model, the book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes option pricing formula as a limiting case of the Cox-Ross-Rubinstein discrete model. The final chapter is devoted to American options.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books Books Junaid Zaidi Library, COMSATS University Islamabad 2nd Floor 332.01513 ROM-I (Browse shelf(Opens below)) Available 44471
Books Books Junaid Zaidi Library, COMSATS University Islamabad 2nd Floor 332.645 HUL-O (Browse shelf(Opens below)) Available 10001000060048
Books Books Junaid Zaidi Library, COMSATS University Islamabad Ground Floor 702.81 SAC-L (Browse shelf(Opens below)) Available 56026
Total holds: 0

"Springer International Edition"--Cover

This book is specifically written for upper-division undergraduate or beginning graduate students in mathematics, finance, or economics. With the exception of an optional chapter on the Capital Asset Pricing Model, the book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes option pricing formula as a limiting case of the Cox-Ross-Rubinstein discrete model. The final chapter is devoted to American options.

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