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{ "item_title" : "Introduction to the Mathematics of Finance", "item_author" : [" Steven Roman "], "item_description" : "The Mathematics of Finance has become a hot topic in applied mathematics ever since the discovery of the Black-Scholes option pricing formulas in 1973. Unfortunately, there are very few undergraduate texts in this area. 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 formulas as a limiting case of the Cox-Ross-Rubinstein discrete model. ", "item_img_path" : "https://covers1.booksamillion.com/covers/bam/0/38/721/364/0387213643_b.jpg", "price_data" : { "retail_price" : "79.99", "online_price" : "79.99", "our_price" : "79.99", "club_price" : "79.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Introduction to the Mathematics of Finance|Steven Roman

Introduction to the Mathematics of Finance : From Risk Management to Options Pricing

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Overview

The Mathematics of Finance has become a hot topic in applied mathematics ever since the discovery of the Black-Scholes option pricing formulas in 1973. Unfortunately, there are very few undergraduate texts in this area. 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 formulas as a limiting case of the Cox-Ross-Rubinstein discrete model.

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Details

  • ISBN-13: 9780387213644
  • ISBN-10: 0387213643
  • Publisher: Springer
  • Publish Date: August 2004
  • Dimensions: 9.22 x 6.34 x 0.66 inches
  • Shipping Weight: 1.18 pounds
  • Page Count: 356

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