Introduction to the mathematics of finance [Book] : from risk management to options pricing / Steven Roman.
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
- 9788184894639
- Investments -- Mathematics
- Capital assets pricing model
- Portfolio management -- Mathematical models
- Options (Finance) -- Prices
- Futures
- Stock options
- Derivative securities
- Site-specific installations (Art)
- Installations (Art) -- Type and type-founding in art
- Type and type-founding in art
- Words in art. -- Public art spaces
- Public art spaces
- 332 .01 513 22
- 332.01513
Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|
![]() |
Junaid Zaidi Library, COMSATS University Islamabad 2nd Floor | 332.01513 ROM-I (Browse shelf(Opens below)) | Available | 44471 | ||
![]() |
Junaid Zaidi Library, COMSATS University Islamabad 2nd Floor | 332.645 HUL-O (Browse shelf(Opens below)) | Available | 10001000060048 | ||
![]() |
Junaid Zaidi Library, COMSATS University Islamabad Ground Floor | 702.81 SAC-L (Browse shelf(Opens below)) | Available | 56026 |
"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.
All.
All
All
There are no comments on this title.