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Introduction to the mathematics of finance : from risk management to options pricing /

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Bibliographic Details
Main Author: Roman, Steven
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York : Springer, [2004]
Series:Undergraduate texts in mathematics.
Subjects:
Investments > Mathematics.
Capital assets pricing model.
Portfolio management > Mathematical models.
Options (Finance) > Prices.
Investissements > Mathématiques.
Modèle de fixation du prix des actifs.
Gestion de portefeuille > Modèles mathématiques.
Options (Finances) > Prix.
Wiskunde.
Financiering.
Portfolio-theorie.
Opties.
Matematica Aplicada.
Finanças.
Finanzmathematik.
Matemática aplicada.
Electronic books.
Lehrbuch.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Notation key and Greek alphabet
  • 1. Probability I : an introduction to discrete probability
  • 2. Portfolio management and the capital asset pricing model
  • 3. Background on options
  • 4. An aperitif on arbitrage
  • 5. Probability II : more discrete probability
  • 6. Discrete-time pricing models
  • 7. The Cox-Ross-Rubinstein model
  • 8. Probability III : continuous probability
  • 9. The Black-Scholes option pricing formula
  • 10. Optimal stopping and American options
  • App. A. Pricing nonattainable alternatives in an incomplete market
  • App. B. Convexity and the separation theorem.